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]
@article{DingSDQL21,
title = {Quantifying the effects of long-term news on stock markets on the basis of the multikernel Hawkes process},
author = {Xiao Ding and Jihao Shi and Junwen Duan and Bing Qin 0001 and Ting Liu 0001},
year = {2021},
doi = {10.1007/s11432-020-3064-4},
url = {https://doi.org/10.1007/s11432-020-3064-4},
researchr = {https://researchr.org/publication/DingSDQL21},
cites = {0},
citedby = {0},
journal = {Science in China Series F: Information Sciences},
volume = {64},
number = {9},
}