A switching self-exciting jump diffusion process for stock prices (Q2000696)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A switching self-exciting jump diffusion process for stock prices |
scientific article |
Statements
A switching self-exciting jump diffusion process for stock prices (English)
0 references
28 June 2019
0 references
switching regime
0 references
Hawkes process
0 references
self-excited jumps
0 references
jump diffusion process
0 references
0 references
0 references
0 references
