Follow
A time-varying study of Chinese investor sentiment, stock market liquidity and volatility: Based on deep learning BERT model and TVP-VAR model. (arXiv:2205.05719v1 [q-fin.CP]) http://arxiv.org/abs/2205.05719
A time-varying study of Chinese investor sentiment, stock market liquidity and volatility: Based on deep learning BERT model and TVP-VAR model. (arXiv:2205.05719v1 [q-fin.CP]) http://arxiv.org/abs/2205.05719