Accessibility navigation

Items where Author is "Chen, Mr Jian"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
[tool] Batch List
Group by: Item Type | No Grouping
Jump to: Article | Thesis
Number of items: 2.


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


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

This list was generated on Sat Jun 15 17:39:59 2024 UTC.

Page navigation