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Multi-kernel property in high-frequency price dynamics unde..:
Lee, Kyungsub
Studies in Nonlinear Dynamics & Econometrics. 28 (2023) 4 - p. 605-624 , 2023
Link:
https://doi.org/10.1515/snde-2022-0049
RT Journal T1 <Title>Multi-kernel property in high-frequency price dynamics under Hawkes model</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1515_snde-2022-0049&Exemplar=1&LAN=DE A1 Lee, Kyungsub PB Walter de Gruyter GmbH YR 2023 SN 1558-3708 JF Studies in Nonlinear Dynamics & Econometrics VO 28 IS 4 SP 605 OP 624 LK http://dx.doi.org/https://doi.org/10.1515/snde-2022-0049 DO https://doi.org/10.1515/snde-2022-0049 SF ELIB - SuUB Bremen
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