A computational account of investor behaviour in Chinese and US market
Zeyan Zhao, Khurshid Ahmad (School of Computer Science and Statistics, Trinity College, the University of Dublin, Dublin, Ireland)
| Year of publication: |
December 2015
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|---|---|
| Authors: | Zhao, Zeyan ; Ahmad, Khurshid |
| Published in: |
International journal of economic behavior and organization : IJEBO. - [New York, NY] : Science Publishing Group, ISSN 2328-7608, ZDB-ID 2758927-4. - Vol. 3.2015, 6, p. 78-84
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| Subject: | Time Series Analysis | GARCH(1,1) | Vector Autoregressive | Granger Causality | Sentiment Analysis | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | China | ARCH-Modell | ARCH model | Anlageverhalten | Behavioural finance | VAR-Modell | VAR model | USA | United States | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.11648/j.ijebo.20150306.11 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011506272