Multivariate Hawkes processes: an application to financial data (Q3094498): Difference between revisions
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Revision as of 09:39, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Hawkes processes: an application to financial data |
scientific article |
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Multivariate Hawkes processes: an application to financial data (English)
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25 October 2011
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point process
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self-exciting
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marks
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