Analytical Study on Fluctuations of Investor Network Public Opinion Information Evolvement in China

被引：0
|
作者：
Yang, Panpan [1 ]
Li, Xiaotong [1 ]
机构：
[1] Xian Technol Univ, Xian 710021, Shanxi, Peoples R China
来源：
2ND INTERNATIONAL CONFERENCE ON HUMANITIES SCIENCE, MANAGEMENT AND EDUCATION TECHNOLOGY (HSMET 2017) | 2017年
关键词：
Network Public Opinion; Investor; Fluctuation;
D O I：
暂无
中图分类号：
C [社会科学总论];
学科分类号：
03 ; 0303 ;
摘要：
Fluctuations of investor network public opinion information evolvement were adopted as the research object in this paper. By network information capture, text classification and sentiment scoring, etc., a comprehensive index was set for network public opinion fluctuations; furthermore, an EGARCH model was utilized to perform public opinion information fluctuation fitting. As indicated by fitting results, fluctuations of investor network public opinions exhibited some characteristics of volatility clustering and asymmetry, etc. so that they were more susceptible to impacts of negative news.
引用
收藏
页码：514 / 517
页数：4
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