Research Article
Modeling Financial Intraday Jump Tail Contagion with High Frequency Data Using Mutually Exciting Hawkes Process
Table 3
Estimation results for ground intensity process.
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Note. The results of standard errors are obtained by 1000 bootstrap simulations. and denote that the parameters are significant at 10% and 5% level, respectively. |