#

tv-garch

Here is 1 public repository matching this topic...

Strouck / Bitcoin_TV-GARCH_NLP

Investigating the impact of the sentiment data extracted from Google news on Bitcoin returns using TV-GARCH-X model

nlp sentiment-analysis bitcoin garch quantitative-analysis tv-garch msgarch

Updated May 26, 2024
Jupyter Notebook

Improve this page

Add a description, image, and links to the tv-garch topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the tv-garch topic, visit your repo's landing page and select "manage topics."