Article citationsMore>>

Tomas, C. A., & Peter, I. (1997). Informetric analyses on the world wide web: Methodological approaches to “webometrics”. Journal of Documentation, 53, 404-426.

has been cited by the following article:

• TITLE: Volatility Analysis of Web News and Public Attitude by GARCH Model

  AUTHORS: Pinrui Yu, Tianzhen Liu, Qian Ding

  KEYWORDS: Web News; Public Attitude; Volatility Analysis; GARCH Model

  JOURNAL NAME: Psychology, Vol.3 No.8, August 23, 2012

  ABSTRACT: GARCH (Generalized Auto-Regressive Conditional Heteroskedasticity) model proposed by Professor Engle is successful to analyze the volatility of stock price. In this paper GARCH model is used to analyze the volatility of web news events and public attitudes by the data coming from typical news events in famous web. The results show that the volatility of web news events and public attitudes are suitable to GARCH model by some adjusting and test of parameters.