Alexander Wehrli

Available identifiers

zbMath Open wehrli.alexanderMaRDI QIDQ5014204

List of research outcomes

Publication	Date of Publication	Type
Classification of flash crashes using the Hawkes(p,q)framework	2022-04-05	Paper
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes	2021-12-01	Paper
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality	2019-09-26	Paper

Research outcomes over time

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