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Items where Author is "Chen, Mr Jian"

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Chen, Jian, Clements, Michael P. ORCID logoORCID: and Urquhart, Andrew ORCID logoORCID: (2023) Modelling price and variance jump clustering using the marked Hawkes process. Journal of Financial Econometrics. ISSN 1479-8417 doi:


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

This list was generated on Wed Nov 29 02:20:24 2023 UTC.

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