Quantifying the effects of long-term news on stock markets on the basis of the multikernel Hawkes process
Crossref DOI link: https://doi.org/10.1007/s11432-020-3064-4
Published Online: 2021-07-27
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ding, Xiao
Shi, Jihao
Duan, Junwen
Qin, Bing
Liu, Ting
Text and Data Mining valid from 2021-07-27
Version of Record valid from 2021-07-27
Article History
Received: 12 March 2020
Accepted: 3 June 2020
First Online: 27 July 2021