Modelling Financial High Frequency Data Using Point Processes
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Publication:3646988
DOI10.1007/978-3-540-71297-8_41zbMath1178.91218OpenAlexW2141696102MaRDI QIDQ3646988
Publication date: 27 November 2009
Published in: Handbook of Financial Time Series (Search for Journal in Brave)
Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2007-066.pdf
Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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