"A novel ARMA- GARCH-Sent-EVT-Copula Portfolio model with investor sentiment."

Xue Deng et al. (2024)

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DOI: 10.1007/S00500-024-10300-5

access: closed

type: Journal Article

metadata version: 2025-01-07

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Xue Deng, Wen Zhou, Fengting Geng, Yuan Lu:
A novel ARMA- GARCH-Sent-EVT-Copula Portfolio model with investor sentiment. Soft Comput. 28(23): 13501-13526 (2024)

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