An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Year of publication: |
[2016]
|
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Authors: | Allen, David E. ; McAleer, Michael ; Singh, Abhay Kumar |
Publisher: |
[Rotterdam] : [Econometric Institute, Erasmus School of Economics] |
Subject: | Aktienindex | Stock index | Mediale Berichterstattung | Media coverage | Entropie | Entropy | Zeitreihenanalyse | Time series analysis |
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