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Could Emotional Markers in Twitter Posts Add Information to the Stock Market ARMAX-GARCH Model

Porshnev, Alexander, Lakshina, Valeria, Redkin, Ilya
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Year:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2763583
File:
PDF, 375 KB
english, 2016
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