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On a class of hyper-Poisson and alternative hyper-Poisson distributions
Kumar, C. Satheesh; Nair, B. Unnikrishnan - In: Opsearch : journal of the Operational Research Society … 52 (2015) 1, pp. 86-100
Persistent link: https://www.econbiz.de/10011300191
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Waiting-time analysis of D-BMAP/G/1 queueing system
Samanta, S. K. - 2020
Persistent link: https://www.econbiz.de/10012165592
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On the intraday periodicity duration adjustment of high-frequency data
Wu, Zhengxiao - In: Journal of empirical finance 19 (2012) 2, pp. 282-291
Persistent link: https://www.econbiz.de/10009615704
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Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events
Yang, Steve Y.; Liu, Anqi; Chen, Jing; Hawkes, Alan - In: Quantitative finance 18 (2018) 2, pp. 295-310
Persistent link: https://www.econbiz.de/10011906342
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A generalized contagion process with an application to credit risk
Dassios, Angelos; Zhao, Hongbiao - In: International journal of theoretical and applied finance 20 (2017) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10011686792
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Stochastic modelling of operational quality of k-out-of-n systems
Cha, Ji Hwan; Finkelstein, Maxim - In: Top : an official journal of the Spanish Society of … 28 (2020) 2, pp. 424-441
Persistent link: https://www.econbiz.de/10012236999
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Point process models for extreme returns : harnessing implied volatility
Herrera, Rodrigo; Clements, Adam - In: Journal of banking & finance 88 (2018), pp. 161-175
Persistent link: https://www.econbiz.de/10011962603
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Optimal stochastic control of the intensity of point processes
Kim, Bara; Kim, Jeongsim; Wang, Chia-Li - In: Operations research letters 50 (2022) 5, pp. 574-580
Persistent link: https://www.econbiz.de/10013449448