Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187): Difference between revisions
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Revision as of 12:54, 29 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 |
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Modelling security market events in continuous time: intensity based, multivariate point process models (English)
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27 May 2016
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point process
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conditional intensity
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Hawkes process
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specification test
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random time change
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transactions data
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market microstructure
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