Pages that link to "Item:Q1744711"
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The following pages link to Self-exciting jump processes with applications to energy markets (Q1744711):
Displaying 4 items.
- Self-exciting jump processes and their asymptotic behaviour (Q5056593) (← links)
- Multivariate self-exciting jump processes with applications to financial data (Q6103234) (← links)
- A self-exciting modeling framework for forward prices in power markets (Q6580688) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
