@misc
{TN_libero_mab2,
author = {
Yang, Steve Y.
Liu, Anqi
AND
Chen, Jing
AND
Hawkes, Alan
},
title = {
Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return Events
},
publisher = {SSRN},
year = {[2017]},
abstract = {Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2, 2017 erstellt},
address = {
[S.l.]
},
}