Stock market interactions driven by large declines
Yong Ma, Weiguo Zhang, Zhengjun Zhang, and Weidong Xu
| Year of publication: |
2014
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|---|---|
| Authors: | Ma, Yong ; Zhang, Weiguo ; Zhang, Zhengjun ; Xu, Weidong |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 50.2014, Suppl.5, p. 159-171
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| Subject: | Hawkes process | large decline | mutually exciting | probability forecasting | stock market comovement | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010485770