Detection of Mutual Exciting Structure in Stock Price Trend Dynamics

Shangzhe Li, Xin Jiang, Junran Wu, Lin Tong, Ke Xu. Detection of Mutual Exciting Structure in Stock Price Trend Dynamics. Entropy, 23(11):1411, 2021. [doi]

@article{LiJWTX21,
  title = {Detection of Mutual Exciting Structure in Stock Price Trend Dynamics},
  author = {Shangzhe Li and Xin Jiang and Junran Wu and Lin Tong and Ke Xu},
  year = {2021},
  doi = {10.3390/e23111411},
  url = {https://doi.org/10.3390/e23111411},
  researchr = {https://researchr.org/publication/LiJWTX21},
  cites = {0},
  citedby = {0},
  journal = {Entropy},
  volume = {23},
  number = {11},
  pages = {1411},
}