Pages that link to "Item:Q5234347"
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The following pages link to The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347):
Displaying 3 items.
- Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (Q5014205) (← links)
- Exogenous and endogenous price jumps belong to different dynamical classes (Q5032079) (← links)
- Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
