Energy ETF return jump contagion: a multivariate Hawkes process approach
- Award ID(s):
- 2113906
- NSF-PAR ID:
- 10336071
- Date Published:
- Journal Name:
- The European Journal of Finance
- Volume:
- 28
- Issue:
- 7
- ISSN:
- 1351-847X
- Page Range / eLocation ID:
- 761 to 783
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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