Bauwens, Luc (contributor); Hautsch, Nikolaus (contributor) - 2007
Berlin as well as Center for Financial Studies (CFS), Frankfurt. Address: Span-
dauer Str. 1, D-10178 Berlin, Germany. Email … process, a so-called financial point process. Depending on the type of the financial
”event” under consideration, we can … random sequence of increasing event times 0 < t1 < ... < tn
associated with an orderly (simple) point process. Then, N …