High-frequency financial data modeling using Hawkes processes
| Year of publication: |
2012
|
|---|---|
| Authors: | Chavez-Demoulin, V. ; McGill, J.A. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 36.2012, 12, p. 3415-3427
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