Yuan, Y., Zhang, D., Bu, J., & Wang, H. (2025). Extreme jump risk contagion across oil and stock markets: evidence from a Hawkes process. Applied Economics, 1-16. https://doi.org/10.1080/00036846.2025.2608363
ISO-690 (author-date, English)YUAN, Ying, ZHANG, Desheng, BU, Juncheng und WANG, Haiying, 2025. Extreme jump risk contagion across oil and stock markets: evidence from a Hawkes process. Applied Economics. 26 Dezember 2025. P. 1-16. DOI 10.1080/00036846.2025.2608363.
Modern Language Association 9th editionYuan, Y., D. Zhang, J. Bu, und H. Wang. „Extreme Jump Risk Contagion across Oil and Stock Markets: Evidence from a Hawkes Process.“. Applied Economics, Dezember 2025, S. 1-16, https://doi.org/10.1080/00036846.2025.2608363.
Mohr Siebeck - Recht (Deutsch - Österreich)Yuan, Ying/Zhang, Desheng/Bu, Juncheng/Wang, Haiying: Extreme jump risk contagion across oil and stock markets: evidence from a Hawkes process., Applied Economics 2025, 1-16.
Emerald - HarvardYuan, Y., Zhang, D., Bu, J. und Wang, H. (2025), „Extreme jump risk contagion across oil and stock markets: evidence from a Hawkes process.“, Applied Economics, S. 1-16.