Accessibility navigation


Items where Author is "Chen, Mr Jian"

Group by: Item Type | No Grouping
Number of items: 2.

Chen, J., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Modelling price and variance jump clustering using the marked Hawkes process. Journal of Financial Econometrics. ISSN 1479-8417 doi: 10.1093/jjfinec/nbad007

Chen, J. (2022) Essays on stochastic volatility models with jump clustering. PhD thesis, University of Reading. doi: 10.48683/1926.00109153

This list was generated on Wed Apr 2 01:20:24 2025 UTC.

Page navigation