计算机与现代化Issue(8)：134-136,140,4.DOI:10.3969/j.issn.1006-2475.2012.08.037
基于GARCH模型的网络新闻与舆情的波动性分析
Volatility Analysis of Web News Events and Public Opinion Based on GARCH Model
摘要
Abstract
The volatility of public opinion caused by Web news has the character with heteroskedasticiry and is not to be fit by common models easily. GARCH (Generalized Auto-Regressive Conditional Heteroskedasticiry) model proposed by professor En-gle is success to analyze the volatility of stock price. This paper uses GARCH model to analyze the volatility of Web news events and public opinions by the data coming from typical news events in famous Web. The result shows that the volatility of Web news events and public opinions is suitable to GARCH model by adjusting and testing of parameters, and has a good fitness.关键词
网络新闻/舆情/波动性/GARCH模型Key words
Web news/ pubbc opinion/ volatibty/ GARCH model分类
社会科学引用本文复制引用
余品锐,刘天桢..基于GARCH模型的网络新闻与舆情的波动性分析[J].计算机与现代化,2012,(8):134-136,140,4.基金项目
国家自然科学基金资助项目(60773210) （60773210）
