Good and bad jump spillovers: A perspective of mutually exciting jumps

ZHANG Chuanhai, SUN Yucheng, XU Wen

Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (4) : 1068-1087.

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Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (4) : 1068-1087. DOI: 10.12011/SETP2021-2001

Good and bad jump spillovers: A perspective of mutually exciting jumps

  • ZHANG Chuanhai1, SUN Yucheng2, XU Wen2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2023, 43(4): 1068-1087 https://doi.org/10.12011/SETP2021-2001

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