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Visit QuantNet

Visit QuantNet sent-vol-network Visit QuantNet 2.0

Name of Quantlet: sent-vol-network

Published in: under review

Description: Performs a quantitative analysis of the impact of investors' sentiment on the volatility networks in financial markets

Keywords: investors' sentiment, volatility, volatility network, network regression, US financial markets

Author: Dan Anghel and Petre Caraiani

Submitted:  Wed, June 19 2024 by Petre Caraiani

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