Chew, J. W., Ho, W. H., Tan, L. K. J., & Ye, G. (2025). Beyond traditional GARCH models: Integrating NLP-derived sentiment scores for enhanced volatility modeling. Nanyang Technological University.
Chicago Style CitationChew, Jun Wei, Wei Hao Ho, Liv Ker Jin Tan, and Guangzhi Ye. Beyond Traditional GARCH Models: Integrating NLP-derived Sentiment Scores for Enhanced Volatility Modeling. Nanyang Technological University, 2025.
MLA引文Chew, Jun Wei, Wei Hao Ho, Liv Ker Jin Tan, and Guangzhi Ye. Beyond Traditional GARCH Models: Integrating NLP-derived Sentiment Scores for Enhanced Volatility Modeling. Nanyang Technological University, 2025.
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