output
20022023
most citedTransformer Hawkes Process

22 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2009Show all

1 paper · 1 filter

q-fin.GN2009

Structural Breaks in the Mexico's Integration into the World Stock Market

Mohamed El Hedi Arouri, Jamel Jouini

This article investigates the evolution of the Mexican stock market integration into the world market. First, we estimate the time-varying Mexican degree of market integration usin…