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When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?

We present a textual analysis that explains how Elon Musk’s sentiments in his Twitter content correlates with price and volatility in the Bitcoin market using the dynamic conditional correlation-generalized autoregressive conditional heteroscedasticity model, allowing less sensitive to window size t...

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Detalles Bibliográficos
Autor principal: Huynh, Toan Luu Duc
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8757631/
https://www.ncbi.nlm.nih.gov/pubmed/35043035
http://dx.doi.org/10.1007/s10614-021-10230-6