Modelling Financial High Frequency Data Using Point Processes (Q3646988): Difference between revisions
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Revision as of 12:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling Financial High Frequency Data Using Point Processes |
scientific article |
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Modelling Financial High Frequency Data Using Point Processes (English)
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27 November 2009
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point process
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financial duration
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ACD model
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dynamic intensity
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Hawkes process
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autoregressive intensity
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