Multivariate Hawkes processes: an application to financial data (Q3094498)
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scientific article; zbMATH DE number 5963742
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate Hawkes processes: an application to financial data |
scientific article; zbMATH DE number 5963742 |
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Multivariate Hawkes processes: an application to financial data (English)
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25 October 2011
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point process
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self-exciting
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marks
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0.8561894297599792
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0.8472319841384888
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0.8326159715652466
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0.8257781267166138
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0.8114634156227112
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