Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
Jiaqi Wen
University of Technology Sydney (UTS)
Learn more about SSRN Profiles
SCHOLARLY PAPERS
1
DOWNLOADS
14
SSRN CITATIONS
0
CROSSREF CITATIONS
0
Feedback
Scholarly Papers (1)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
Modelling High-Frequency Oil Market Volatility and Investor Sentiment Using Hawkes and Contact Processes
Number of pages: 42
Posted: 09 Nov 2022
Jiaqi Wen and
Junhuan Zhang
University of Technology Sydney (UTS) and Beihang University (BUAA) - School of Economic and Management Science
Downloads
14
(910,450)
View PDF
Download
Abstract:
HAR model, Contact model, Hawkes process, Volatility forecast, investor sentiment
Feedback
