GitHub / Strouck / Bitcoin_TV-GARCH_NLP

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

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PURL: pkg:github/Strouck/Bitcoin_TV-GARCH_NLP

Stars: 0
Forks: 0
Open issues: 0

License: mit
Language: Jupyter Notebook
Size: 1.67 MB
Dependencies parsed at: Pending

Created at: over 1 year ago
Updated at: about 1 year ago
Pushed at: over 1 year ago
Last synced at: about 1 year ago

Topics: bitcoin, garch, msgarch, nlp, quantitative-analysis, sentiment-analysis, tv-garch

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