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Showing results 1 to 2 of 2
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach
File
Jang, Hyun Jin
,
Lee, Kiseop
,
Lee, Kyungsub
Article
Issue Date
2020-02
View
50
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach
Jang, Hyun Jin
,
Lee, Kiseop
,
Lee, Kyungsub
Conference Paper
Issue Date
2019-07-16
View
13
1
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