List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Classification of flash crashes using the Hawkes \(p,q\) framework Quantitative Finance | 2022-04-05 | Paper |
| Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes Quantitative Finance | 2021-12-01 | Paper |
| The endo-exo problem in high frequency financial price fluctuations and rejecting criticality Quantitative Finance | 2019-09-26 | Paper |
Research outcomes over time
This page was built for person: Alexander Wehrli
