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Construction of China's smart...
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Modeling price and variance jump clustering using the marked Hawkes process
Chen, Jian
;
Clements, Michael P.
;
Urquhart, Andrew
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 743-772
Persistent link: https://www.econbiz.de/10015045178
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