Dynamic jump intensities and news arrival in oil futures markets
Crossref DOI link: https://doi.org/10.1057/s41260-020-00168-z
Published Online: 2020-06-26
Published Print: 2020-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ensor, Katherine B. http://orcid.org/0000-0002-3964-0465
Han, Yu
Ostdiek, Barbara
Turnbull, Stuart M.
Text and Data Mining valid from 2020-06-26
Version of Record valid from 2020-06-26
Article History
Revised: 18 May 2020
First Online: 26 June 2020