✦ LIBER ✦
Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data
✍ Scribed by Bacry, E.; Dayri, K.; Muzy, J. F.
- Book ID
- 119885139
- Publisher
- Springer
- Year
- 2012
- Tongue
- English
- Weight
- 360 KB
- Volume
- 85
- Category
- Article
- ISSN
- 1434-6036
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