Quantifying the effects of long-term news on stock markets on the basis of the multikernel Hawkes process

Xiao Ding, Jihao Shi, Junwen Duan, Bing Qin 0001, Ting Liu 0001. Quantifying the effects of long-term news on stock markets on the basis of the multikernel Hawkes process. Science in China Series F: Information Sciences, 64(9), 2021. [doi]

Authors

Xiao Ding

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Jihao Shi

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Junwen Duan

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Bing Qin 0001

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Ting Liu 0001

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