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Assessing news contagion in finance
Cerchiello, Paola
;
Nicola, Giancarlo
- In:
Econometrics : open access journal
6
(
2018
)
1
,
pp. 1-19
purpose, we employ a modified version of
topic
model
LDA, the so-called Structural
Topic
Model
(STM), that takes into account …
Persistent link: https://www.econbiz.de/10011822344
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