An estimation procedure for the Hawkes process

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Publication:4555098

DOI10.1080/14697688.2016.1211312zbMath1406.62118arXiv1509.02017OpenAlexW2101096071MaRDI QIDQ4555098

Matthias Kirchner

Publication date: 19 November 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.02017




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