@article{ataleoftwosentimentscalesdisentangling,
  title = {A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics},
  author = {Danilo Vassallo and Giacomo Bormetti and Fabrizio Lillo},
  year = {2019},
  eprint = {1910.01407},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1910.01407v4},
}