Pages that link to "Item:Q4554425"
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The following pages link to Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events (Q4554425):
Displaying 4 items.
- Stock-specific sentiment and return predictability (Q5139250) (← links)
- A mechanistic bivariate point process model for crime pattern analysis (Q6548776) (← links)
- Multivariate Hawkes process allowing for common shocks (Q6650757) (← links)
- An explorative analysis of sentiment impact on S\&P 500 components returns, volatility and downside risk (Q6666742) (← links)
