Modelling High-Frequency Oil Market Volatility and Investor Sentiment Using Hawkes and Contact Processes
Year of publication: |
2022
|
---|---|
Authors: | Wen, Jiaqi ; Zhang, Junhuan |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Theorie | Theory | Börsenkurs | Share price | Ölmarkt | Oil market | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 27, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4259674 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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