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Some limit theorems for Hawkes...
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Journal of forecasting
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Comparison of prospective Hawkes and recursive point process models for Ebola in DRC
Lee, Sarita D.
;
Shen, Andy A.
;
Park, Junhyung
; …
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 201-210
Persistent link: https://www.econbiz.de/10012796286
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Exploiting spillovers to forecast crashes
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 936-955
Persistent link: https://www.econbiz.de/10011860928
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