The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347)
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scientific article; zbMATH DE number 7110471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The endo–exo problem in high frequency financial price fluctuations and rejecting criticality |
scientific article; zbMATH DE number 7110471 |
Statements
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (English)
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26 September 2019
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Hawkes process
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econometrics
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high frequency financial data
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spurious inference
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non-stationarity
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EM algorithm
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