The VIX index and online sentiment: a FinBERT analysis of finance subreddits
Montone, Francesco (A.A. 2022/2023) The VIX index and online sentiment: a FinBERT analysis of finance subreddits. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 53. [Master's Degree Thesis]
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Abstract/Index
Data and methodology. Reddit data. VIX. Empirical results.
References
Bibliografia: pp. 44-46.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Econometric theory |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Patnaik, Megha |
| Academic Year: | 2022/2023 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 16 Jul 2024 12:20 |
| Last Modified: | 16 Jul 2024 12:20 |
| URI: | https://tesi.luiss.it/id/eprint/39358 |
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