A switching self-exciting jump diffusion process for stock prices
Crossref DOI link: https://doi.org/10.1007/s10436-018-0340-5
Published Online: 2018-09-29
Published Print: 2019-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hainaut, Donatien
Moraux, Franck
Text and Data Mining valid from 2018-09-29
Article History
Received: 5 June 2018
Accepted: 19 September 2018
First Online: 29 September 2018