Multivariate quadratic Hawkes processes, part I, theoretical analysis
Year of publication: |
2023
|
---|---|
Authors: | Aubrun, Cécilia ; Benzaquen, Michael ; Bouchaud, Jean-Philippe |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 5, p. 741-758
|
Subject: | Multivariate QHawkes | Theorie | Theory | Multivariate Analyse | Multivariate analysis |
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