Person:6158434
From MaRDI portal
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 |
|---|---|---|
| Identifying new classes of financial price jumps with wavelets Proceedings of the National Academy of Sciences of the United States of America | 2026-03-13 | Paper |
| Multivariate quadratic Hawkes processes—part I: theoretical analysis Quantitative Finance | 2023-06-20 | Paper |
| On Hawkes Processes with Infinite Mean Intensity | 2021-12-28 | Paper |
Research outcomes over time
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