Disentangling endogeneity and exogeneity in cryptocurrency markets using the modulated renewal Hawkes process with marks
Crossref DOI link: https://doi.org/10.1007/s10463-026-00976-x
Published Online: 2026-04-29
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Han, Zhe
Stindl, Tom
Chen, Feng
Text and Data Mining valid from 2026-04-29
Version of Record valid from 2026-04-29
Article History
Received: 13 March 2025
Revised: 21 January 2026
Accepted: 23 January 2026
First Online: 29 April 2026