Quadratic Hawkes processes for financial prices (Q4555068): Difference between revisions

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Revision as of 16:21, 5 March 2024

scientific article; zbMATH DE number 6981185
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English
Quadratic Hawkes processes for financial prices
scientific article; zbMATH DE number 6981185

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    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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