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  • Search: subject:"Self- and mutually exciting processes"
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Year of publication
Subject
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Hawkes process 3 Theorie 3 Theory 3 Ansteckungseffekt 2 Contagion effect 2 Jumps 2 Self- and mutually exciting processes 2 Aktienmarkt 1 Business process management 1 Capital income 1 Contagion 1 Crisis 1 Data security 1 Datensicherheit 1 Financial crisis 1 Financial market 1 Finanzkrise 1 Finanzmarkt 1 IT crime 1 IT-Kriminalität 1 Industrialized countries 1 Industrieländer 1 Interest rate 1 Kapitaleinkommen 1 Micro-structure 1 Prozessmanagement 1 Schock 1 Self and mutually exciting processes 1 Shock 1 Stochastic process 1 Stochastischer Prozess 1 Stock market 1 Volatility 1 Volatilität 1 Yield curve 1 Zins 1 Zinsstruktur 1 contagion 1
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Undetermined 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Aït-Sahalia, Yacine 1 Baldwin, Adrian 1 Cacho-Diaz, Julio 1 Gheyas, Iffat 1 Hainaut, Donatien 1 Ioannidis, Christos 1 Laeven, Roger J. A. 1 Pym, David 1 Williams, Julian 1
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Published in...
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Economic modelling 1 Journal of financial economics 1 Journal of the Operational Research Society : OR 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
Cover Image
Contagion in cyber security attacks
Baldwin, Adrian; Gheyas, Iffat; Ioannidis, Christos; … - In: Journal of the Operational Research Society : OR 68 (2017) 7, pp. 780-791
Persistent link: https://www.econbiz.de/10011775764
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A bivariate Hawkes process for interest rate modeling
Hainaut, Donatien - In: Economic modelling 57 (2016), pp. 180-196
Persistent link: https://www.econbiz.de/10011646883
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Cover Image
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine; Cacho-Diaz, Julio; Laeven, Roger J. A. - In: Journal of financial economics 117 (2015) 3, pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
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