Quadratic Hawkes processes for financial prices (Q4555068)
From MaRDI portal
scientific article; zbMATH DE number 6981185
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic Hawkes processes for financial prices |
scientific article; zbMATH DE number 6981185 |
Statements
Quadratic Hawkes processes for financial prices (English)
0 references
19 November 2018
0 references
market microstructure
0 references
Hawkes processes
0 references
financial prices
0 references
volatility modelling
0 references
time-reversal asymmetry
0 references
Pearsons diffusion
0 references
high-frequency trading
0 references
0 references
0 references
0 references
