Multivariate Hawkes processes: an application to financial data (Q3094498)
From MaRDI portal
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