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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
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