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
scientific article
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English | 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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