【作者(必填)】
[size=1.14286]Marcello Rambaldi, Paris Pennesi, and Fabrizio Lillo【文题(必填)】Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach
【年份(必填)】
Phys. Rev. E 91, 012819 – Published 26 January 2015【全文链接或数据库名称(选填)】http://journals.aps.org/pre/abstract/10.1103/PhysRevE.91.012819