//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Research paper series / Swiss Finance Institute"
~language:"eng"
~subject:"Markov perfect equilibrium"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Poisson process"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Markov perfect equilibrium
Theory
Poisson process
2
Börsenkurs
1
Erdölgewinnung
1
Erdölindustrie
1
Estimation
1
Forecasting model
1
Hawkes process
1
Monte-Carlo
1
Norway
1
Norwegen
1
Oil industry
1
Petroleum extraction
1
Prognoseverfahren
1
Schätzung
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Time series analysis
1
Zeitreihenanalyse
1
branching ratio
1
criticality
1
endogeneity
1
high-frequency data
1
logistic equation
1
memory kernel
1
oil peak
1
outliers
1
power law distribution
1
power laws
1
reflexivity
1
regime shifts
1
statistical biases
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
Author
All
Filimonov, Vladimir
1
Sornette, Didier
1
Published in...
All
Research paper series / Swiss Finance Institute
European journal of operational research : EJOR
7
Insurance / Mathematics & economics
4
International journal of production economics
3
International journal of financial engineering
2
Mathematics and financial economics
2
OR spectrum : quantitative approaches in management
2
Operations research
2
The journal of operational risk
2
American economic journal : a journal of the American Economic Association
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of financial economics
1
Computational Management Science : CMS
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Evolutionary and institutional economics review
1
Health economics
1
INFORMS journal on computing : JOC
1
International journal of procurement management
1
International journal of quality & reliability management
1
International journal of revenue management : IJRM
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of revenue and pricing management
1
Operations research letters
1
Opsearch : journal of the Operational Research Society of India
1
Pseudo-differential operators : theory and application
1
Quantitative finance
1
RAIRO / Operations research
1
Risks : open access journal
1
Scandinavian actuarial journal
1
Swiss Finance Institute Research Paper
1
Tourism management : research, policies, practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Apparent criticality and calibration issues in the Hawkes self-excited point process model : application to high-frequency financial data
Filimonov, Vladimir
;
Sornette, Didier
-
2013
calibration of the Hawkes process on mixtures of pure
Poisson
process
with changes of regime leads to completely spurious apparent …
Persistent link: https://www.econbiz.de/10010257507
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->