Hawkes model for price and trades high-frequency dynamics (Q5245453): Difference between revisions

@@ Property / author @@
-Emmanuel Bacry
@@ Property / author: Emmanuel Bacry / rank @@
-Normal rank
@@ Property / author @@
-Jean-François Muzy
@@ Property / author: Jean-François Muzy / rank @@
-Normal rank
@@ Property / author @@
+Emmanuel Bacry
@@ Property / author: Emmanuel Bacry / rank @@
+Normal rank
@@ Property / author @@
+Jean-François Muzy
@@ Property / author: Jean-François Muzy / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2079544355
@@ Property / OpenAlex ID: W2079544355 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1135
@@ Property / arXiv ID: 1301.1135 / rank @@
+Normal rank
@@ Property / cites work @@
+Some limit theorems for Hawkes processes and application to financial statistics
+Normal rank
@@ Property / cites work @@
+Modelling microstructure noise with mutually exciting point processes
+Normal rank
@@ Property / cites work @@
+No-dynamic-arbitrage and market impact
@@ Property / cites work: No-dynamic-arbitrage and market impact / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5245453