Pages that link to "Item:Q2341626"
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The following pages link to Limit theorems for nearly unstable Hawkes processes (Q2341626):
Displayed 50 items.
- Hawkes processes on large networks (Q259574) (← links)
- Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
- Limit theorems for inverse process \(T_n\) of Hawkes process (Q520408) (← links)
- Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912) (← links)
- Some asymptotic results for nonlinear Hawkes processes (Q1630661) (← links)
- Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data (Q1655591) (← links)
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
- The microstructural foundations of leverage effect and rough volatility (Q1709601) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
- Second order approximations for limit order books (Q1788823) (← links)
- Affine forward variance models (Q1999593) (← links)
- Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515) (← links)
- Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
- Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime (Q2059694) (← links)
- Regenerative properties of the linear Hawkes process with unbounded memory (Q2075331) (← links)
- A weak solution theory for stochastic Volterra equations of convolution type (Q2075334) (← links)
- The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
- Synchronization in a self-exciting buffer model (Q2146403) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- From tick data to semimartingales (Q2240473) (← links)
- A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
- Limit theorems for an inverse Markovian Hawkes process (Q2273737) (← links)
- A switching microstructure model for stock prices (Q2312402) (← links)
- Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues (Q2315066) (← links)
- Limit theorems for nearly unstable Hawkes processes (Q2341626) (← links)
- Alpha-CIR model with branching processes in sovereign interest rate modeling (Q2364536) (← links)
- Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
- Limit theorems for a discrete-time marked Hawkes process (Q2667603) (← links)
- Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics (Q4554209) (← links)
- Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422) (← links)
- Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events (Q4554425) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- An estimation procedure for the Hawkes process (Q4555098) (← links)
- Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
- Market impact as anticipation of the order flow imbalance (Q4683068) (← links)
- The limits of statistical significance of Hawkes processes fitted to financial data (Q5001105) (← links)
- Pricing under rough volatility (Q5001177) (← links)
- (Q5001931) (← links)
- Renewal in Hawkes processes with self-excitation and inhibition (Q5005038) (← links)
- Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (Q5014205) (← links)
- From microscopic price dynamics to multidimensional rough volatility models (Q5022269) (← links)
- Self-exciting jump processes and their asymptotic behaviour (Q5056593) (← links)
- Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
- The SINC way: a fast and accurate approach to Fourier pricing (Q5072903) (← links)
- A fast algorithm for simulation of rough volatility models (Q5072905) (← links)
- Clustering Effects via Hawkes Processes (Q5132613) (← links)
- Endogenous liquidity crises (Q5135044) (← links)
- A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)