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Cited by
All
Since 2019
Citations
3
3
h-index
1
1
i10-index
0
0
0
2
1
2022
2023
2024
1
2
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Jian Chen
University of Sussex
Verified email at sussex.ac.uk
Financial Econometrics
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Year
Modelling price and variance jump clustering using the marked hawkes process
J Chen, MP Clements, A Urquhart
Journal of Financial Econometrics, nbad007
, 2023
3
2023
Jump Clustering, Information Flows, and Stock Price Efficiency
J Chen
Journal of Financial Econometrics, nbae009
, 2024
2024
Limit-Hitting Exciting Effects: Modeling Jump Dependencies in Stock Markets Adhering to Daily Price-Limit Rules
J Chen, S Qi
Journal of Banking & Finance, 107184
, 2024
2024
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