Modeling extreme negative returns using marked renewal Hawkes processes (Q2283055)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling extreme negative returns using marked renewal Hawkes processes |
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Modeling extreme negative returns using marked renewal Hawkes processes (English)
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27 December 2019
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goodness-of-fit
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marked point process
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finance
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forecast
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risk measures
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self-exciting
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