Modeling market fluctuations under investor sentiment with a Hawkes-Contact process

Junhuan Zhang, Jiaqi Wen and Jing Chen

Year of publication:	2023
Authors:	Zhang, Junhuan ; Wen, Jiaqi ; Chen, Jing
Subject:	Contact process \| Hawkes process \| investor sentiment \| Market microstructure \| Marktmikrostruktur \| Anlageverhalten \| Behavioural finance \| Theorie \| Theory \| Volatilität \| Volatility \| Börsenkurs \| Share price \| Prognoseverfahren \| Forecasting model

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