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Search: subject:"Marked Poisson processes"
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Semeraro, Patrizia
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Bouzas, P.
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1
Multivariate
marked
poisson
processes
and market related multidimensional information flows
Jevtić, Petar
;
Marena, Marina
;
Semeraro, Patrizia
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012013851
Saved in:
2
A class of multivariate
marked
Poisson
processes
to model asset returns
Jevtic, Petar
;
Semeraro, Patrizia
-
Collegio Carlo Alberto, Università degli Studi di Torino
-
2014
This paper constructs a class of multivariate Gaussian
marked
Poisson
processes
to model asset returns. The model …
Persistent link: https://www.econbiz.de/10010941709
Saved in:
3
Functional approach to the random mean of a compound Cox process
Bouzas, P.
;
Ruiz-Fuentes, N.
;
Ocaña, F.
- In:
Computational Statistics
22
(
2007
)
3
,
pp. 467-479
Persistent link: https://www.econbiz.de/10005184305
Saved in:
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