Pages that link to "Item:Q4555068"
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The following pages link to Quadratic Hawkes processes for financial prices (Q4555068):
Displayed 14 items.
- Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
- Testing the causality of Hawkes processes with time reversal (Q4964526) (← links)
- Exogenous and endogenous price jumps belong to different dynamical classes (Q5032079) (← links)
- An ephemerally self-exciting point process (Q5084789) (← links)
- The Zumbach effect under rough Heston (Q5121491) (← links)
- Endogenous liquidity crises (Q5135044) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
- The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew (Q5872885) (← links)
- Volatility is (mostly) path-dependent (Q6053108) (← links)
- The EWMA Heston model (Q6101022) (← links)
- Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources (Q6115890) (← links)
- Multivariate quadratic Hawkes processes—part I: theoretical analysis (Q6158435) (← links)
- Coupled GARCH(1,1) model (Q6158437) (← links)
- Order Book Queue Hawkes Markovian Modeling (Q6200514) (← links)