Investor Sentiment on the Stock Market using Artificial Neural Networks
The present study uses volatility as a measure of investor sentiment on the Romanian capital market. The GARCH(1,1) model and the GARCH(1,1) model with Student-t innovations are used in order to describe the volatility of the Bucharest Exchange Trading index. The estimated volatility series are afte...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Editura ASE
2019-10-01
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| Series: | Revista de Management Comparat International |
| Subjects: | |
| Online Access: | https://www.rmci.ase.ro/no20vol5/01.pdf |
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