Multivariate Hawkes processes: an application to financial data (Q3094498): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1239/jap/1318940477 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1973168503 / rank | |||
Normal rank | |||
Revision as of 21:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Hawkes processes: an application to financial data |
scientific article |
Statements
Multivariate Hawkes processes: an application to financial data (English)
0 references
25 October 2011
0 references
point process
0 references
self-exciting
0 references
marks
0 references
