Volatility Analysis of Web News and Public Attitude by GARCH ModelReportar como inadecuado




Volatility Analysis of Web News and Public Attitude by GARCH Model - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

GARCH Generalized Auto-Regressive Conditional Heteroskedasticity model proposed by Professor Engle is successful to analyze the volatility of stock price. In this paper GARCH model is used to analyze the volatility of web news events and public attitudes by the data coming from typical news events in famous web. The results show that the volatility of web news events and public attitudes are suitable to GARCH model by some adjusting and test of parameters.

KEYWORDS

Web News; Public Attitude; Volatility Analysis; GARCH Model

Cite this paper

Yu, P. , Liu, T. & Ding, Q. 2012. Volatility Analysis of Web News and Public Attitude by GARCH Model. Psychology, 3, 610-612. doi: 10.4236-psych.2012.38092.





Autor: Pinrui Yu, Tianzhen Liu, Qian Ding

Fuente: http://www.scirp.org/



DESCARGAR PDF




Documentos relacionados