The endo-exo problem in high frequency financial price fluctuations and rejecting criticality

Spencer Wheatley, Alexander Wehrli and Didier Sornette

Year of publication:	2019
Authors:	Wheatley, Spencer ; Wehrli, Alexander ; Sornette, Didier
Subject:	Econometrics \| EM algorithm \| Hawkes process \| High frequency financial data \| Non-stationarity \| Spurious inference \| Volatilität \| Volatility \| Börsenkurs \| Share price \| Zeitreihenanalyse \| Time series analysis \| Finanzmarkt \| Financial market \| Theorie \| Theory \| Ökonometrie \| Stochastischer Prozess \| Stochastic process \| Elektronisches Handelssystem \| Electronic trading

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