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

From MaRDI portal
Revision as of 13:11, 30 August 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references
    0 references
    0 references
    25 October 2011
    0 references
    point process
    0 references
    self-exciting
    0 references
    marks
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references