Search Results - subject:"Hawkes process"

Liu, Guo; Jin, Zhuo; Li, Shuanming - In: Insurance 101 (2021) 2, pp. 508-524

Persistent link: https://www.econbiz.de/10012793950

Jing, Bo; Li, Shenghong; Ma, Yong - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012821987

Chakravarty, Sugato; Lee, Kiseop; Xi, Yang - In: International journal of financial engineering 8 (2021) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10012654737

Jang, Jiwook; Oh, Rosy - In: Annals of actuarial science 15 (2021) 3, pp. 623-644

Persistent link: https://www.econbiz.de/10012656713

Sebehela, Tumellano - In: Review of Pacific Basin financial markets and policies 24 (2021) 3, pp. 2150025-1-2150025-37

Persistent link: https://www.econbiz.de/10012657791

Maciak, Matúš; Okhrin, Ostap; Pešta, Michal - In: Insurance 100 (2021), pp. 30-58

Persistent link: https://www.econbiz.de/10012622380

Ma, Yong; Jiang, Hao; Xiao, Weilin - In: International review of economics & finance : IREF 71 (2021), pp. 896-909

Persistent link: https://www.econbiz.de/10012630802

Bessy-Roland, Yannick; Boumezoued, Alexandre; … - In: Annals of actuarial science 15 (2021) 1, pp. 14-39

Persistent link: https://www.econbiz.de/10012505588

Wehrli, Alexander; Wheatley, Spencer; Sornette, Didier - In: Quantitative finance 21 (2021) 5, pp. 729-752

Persistent link: https://www.econbiz.de/10012500185

Kemmotsu, Teruo - In: Asia Pacific financial markets 28 (2021) 4, pp. 563-585

Persistent link: https://www.econbiz.de/10012697520

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