An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
David E Allen, Michael McAleer and Abhay K Singh
| Year of publication: |
February 2017
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|---|---|
| Authors: | Allen, David E. ; McAleer, Michael ; Singh, Abhay Kumar |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 7, p. 677-692
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| Subject: | DJIA | sentiment | entropy | TRNA | information | Entropie | Entropy | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Mediale Berichterstattung | Media coverage |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1203067 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011810876