Multivariate Hawkes processes: an application to financial data (Q3094498): Difference between revisions

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Latest revision as of 21:36, 19 March 2024

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Multivariate Hawkes processes: an application to financial data
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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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