-called financial point processes. The latter are associated with the random arrival of specific financial trading events, such as … fundamental statistical concepts of point process theory, we review duration-based and intensity-based models of financial point … processes. Whereas duration-based approaches are mostly preferable for univariate time series, intensity-based models provide …

-called financial point processes. The latter are associated with the random arrival of specific financial trading events, such as … fundamental statistical concepts of point process theory, we review durationbased and intensity-based models of financial point … processes. Whereas duration-based approaches are mostly preferable for univariate time series, intensity-based models provide …