Quadratic Hawkes processes for financial prices (Q4555068): Difference between revisions
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scientific article; zbMATH DE number 6981185
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic Hawkes processes for financial prices |
scientific article; zbMATH DE number 6981185 |
Statements
Quadratic Hawkes processes for financial prices (English)
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19 November 2018
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market microstructure
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Hawkes processes
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financial prices
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volatility modelling
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time-reversal asymmetry
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Pearsons diffusion
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high-frequency trading
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