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~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~language:"eng"
~language:"est"
~language:"ind"
~person:"Afonso, Oscar"
~person:"Chen, Jing"
~person:"Inderst, Roman"
~subject:"Auktionstheorie"
~subject:"Economic growth"
~subject:"Negotiations"
~subject:"Supply chain"
~subject:"Theory"
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Afonso, Oscar
Chen, Jing
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Lillo, Fabrizio
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Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events
Yang, Steve Y.
;
Liu, Anqi
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 295-310
Persistent link: https://www.econbiz.de/10011906342
Saved in:
2
Performance of information criteria for selection of Hawkes process models of financial data
Chen, Jing
;
Hawkes, A. G.
;
Scalas, E.
;
Trinh, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 225-235
Persistent link: https://www.econbiz.de/10011905908
Saved in:
3
A slightly depressing jump model : intraday volatility pattern simulation
Khashanah, Khaldoun
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011905864
Saved in:
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