Supplemental material
Quantitative Finance
Volume 22, 2022 - Issue 12
Research Papers
A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics
Danilo Vassallo† Classe di Scienze, Scuola Normale Superiore, Piazza dei Cavalieri 7, Pisa, ItalyCorrespondence[email protected] [email protected]
https://orcid.org/0000-0002-8248-877XView further author information
https://orcid.org/0000-0002-8248-877XView further author information, Giacomo Bormetti‡ Department of Mathematics, University of Bologna, Bologna, Italyhttps://orcid.org/0000-0003-3542-2505View further author information
https://orcid.org/0000-0003-3542-2505View further author information & Fabrizio Lillo† Classe di Scienze, Scuola Normale Superiore, Piazza dei Cavalieri 7, Pisa, Italy;‡ Department of Mathematics, University of Bologna, Bologna, Italyhttps://orcid.org/0000-0002-4931-4057View further author information
https://orcid.org/0000-0002-4931-4057View further author information