Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q590576 |
||
| Property / author | |||
| Property / author: Clive G. Bowsher / rank | |||
Revision as of 09:53, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling security market events in continuous time: intensity based, multivariate point process models |
scientific article |
Statements
Modelling security market events in continuous time: intensity based, multivariate point process models (English)
0 references
27 May 2016
0 references
point process
0 references
conditional intensity
0 references
Hawkes process
0 references
specification test
0 references
random time change
0 references
transactions data
0 references
market microstructure
0 references
