Pages that link to "Item:Q5001105"
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The following pages link to The limits of statistical significance of Hawkes processes fitted to financial data (Q5001105):
Displaying 12 items.
- Marked point processes and intensity ratios for limit order book modeling (Q2166017) (← links)
- Inference for ETAS models with non-Poissonian mainshock arrival times (Q2329808) (← links)
- Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
- Long-Time Behavior of a Hawkes Process--Based Limit Order Book (Q3456836) (← links)
- Performance of information criteria for selection of Hawkes process models of financial data (Q4554419) (← links)
- Testing the causality of Hawkes processes with time reversal (Q4964526) (← links)
- Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (Q5014205) (← links)
- Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
- Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
- Order Book Queue Hawkes Markovian Modeling (Q6200514) (← links)
- A self-exciting modeling framework for forward prices in power markets (Q6580688) (← links)
