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Forecasting stock volatility during the stock market crash period: The role of Hawkes process by Lina Fan; Hao Yang; Jia Zhai; Xiaotao Zhang is a Economics, Econometrics and Finance article available to read on EtoBox.

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Author

Lina Fan; Hao Yang; Jia Zhai; Xiaotao Zhang

Publisher

Elsevier BV

Published

2023

Language

EN

Field

Economics, Econometrics and Finance (Social Sciences)