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数量ファイナンス

F-series

作成:

番号:CARF-F-470

Online Appendix for Interest Rate Model with Investor Attitude and Text Mining

著者:Souta Nakatani, Kiyohiko G. Nishimura, Taiga Saito, Akihiko Takahashi

Abstract

This online appendix provides some results omitted in the paper entitled Interest rate model with investor attitude and text mining by Nakatani et al. (2019).

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