Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach
Year of publication: |
2019
|
---|---|
Authors: | Jang, Hyun Jin ; Lee, Kiseop ; Lee, Kyungsub |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 40.2019, 2 (02.10.), p. 247-275
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Optimal Market-Making Strategies under Synchronised Order Arrivals with Deep Neural Networks
Jang, Hyun Jin, (2021)
-
Optimal market-making strategies under synchronised order arrivals with deep neural networks
Choi, So Eun, (2021)
-
Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas
Choe, Geon Ho, (2011)
- More ...