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Search: subject:"Self- and mutually exciting processes"
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
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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