Simultaneous multivariate Hawkes-type point processes and their application to financial markets (Q2329858)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous multivariate Hawkes-type point processes and their application to financial markets |
scientific article |
Statements
Simultaneous multivariate Hawkes-type point processes and their application to financial markets (English)
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18 October 2019
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simultaneous Hawkes-type marked point process (SHPP)
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Granger-non-causality
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instantaneous non-causality
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non-causality tests
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international financial markets
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