Pages that link to "Item:Q4555068"

The following pages link to Quadratic Hawkes processes for financial prices (Q4555068):

Displaying 9 items.

• Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
• Testing the causality of Hawkes processes with time reversal (Q4964526) (← links)
• Exogenous and endogenous price jumps belong to different dynamical classes (Q5032079) (← links)
• An ephemerally self-exciting point process (Q5084789) (← links)
• The Zumbach effect under rough Heston (Q5121491) (← links)
• Endogenous liquidity crises (Q5135044) (← links)
• The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
• The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew (Q5872885) (← links)
• Order Book Queue Hawkes Markovian Modeling (Q6200514) (← links)