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High-frequency financial data modeling using Hawkes processes

✍ Scribed by V. Chavez-Demoulin; J.A. McGill

Book ID: 118470668
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 914 KB
Volume: 36
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2012.08.011

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