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I wrote my master thesis on the impact of Covid-19 related sentiment variables on the DJIA, in High Frequency Econometrics. Something I wish to share with you!

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RasLillebo/Covid19-And-HighfrequencyEconometrics

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Introduction to High Frequency Data
Introduction to High Frequency Data
 
 
README.md
README.md
 
 

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WORK IN PROGRESS

(Content: Econometrics, High frequency data, microstructure noise, realized GARCH, realized EGARCH)

Covid19-And-HighfrequencyEconometrics

I wrote my master thesis on the impact of Covid-19 related sentiment variables on the DJIA, in High Frequency Econometrics. Something I wish to share with the rest of GitHub as projects including high frequency data is scarce.

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I wrote my master thesis on the impact of Covid-19 related sentiment variables on the DJIA, in High Frequency Econometrics. Something I wish to share with you!

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sentiment-analysis trading econometrics high-frequency covid-19

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