Author:
Ardia David,Bluteau Keven,Boudt Kris
Funder
Swiss National Science Foundation
Subject
Business and International Management
Reference53 articles.
1. Improved penalization for determining the number of factors in approximate factor models;Alessi;Statistics & Probability Letters,2010
2. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991
3. An improved heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1992
4. Ardia, D., Bluteau, K., Borms, S., & Boudt, K. (2017). The R package sentometrics to compute, aggregate and predict with textual sentiment. Working paper.
5. Sentometrics: An integrated framework for textual sentiment time series aggregation and prediction, version 0.4;Ardia,2018
Cited by
61 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献