Stock market interactions driven by large declines
Year of publication: |
2014
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Authors: | Ma, Yong ; Zhang, Weiguo ; Zhang, Zhengjun ; Xu, Weidong |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 50.2014, Suppl.5, p. 159-171
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Subject: | Hawkes process | large decline | mutually exciting | probability forecasting | stock market comovement | Theorie | Theory | Schätzung | Estimation | Aktienmarkt | Stock market | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
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