Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Some limit theorems for Hawkes...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Hawkes processes
62
Theorie
38
Point processes
36
Theory
35
Stochastischer Prozess
30
Limit theorems
26
Börsenkurs
21
point processes
20
Share price
19
Volatility
19
Volatilität
19
limit theorems
17
Wertpapierhandel
15
Market microstructure
14
Marktmikrostruktur
14
Securities trading
13
Option pricing theory
10
Optionspreistheorie
10
Bid-ask spread
8
Financial crisis
8
Finanzkrise
8
Geld-Brief-Spanne
8
Markov chain
8
Markov-Kette
8
Schätztheorie
6
Systemic risk
6
extremal dependence
6
financial crashes
6
limit order book
6
CDS
5
Estimation theory
5
Feedback
5
Financial market
5
Finanzmarkt
5
Forecasting model
5
Impulse-response
5
Jumps
5
Liquidity
5
Mutually exciting processes
5
more ...
less ...
Online availability
All
Undetermined
19
Free
6
CC license
2
Type of publication
All
Article
25
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
28
Author
All
Sgarra, Carlo
4
Scotti, Simone
3
Bernis, Guillaume
2
Brignone, Riccardo
2
Sviščuk, Anatolij
2
Abergel, Frédéric
1
Bercu, Bernard
1
Bondi, Alessandro
1
Brachetta, Matteo
1
Buraczyńska, Aneta
1
Callegaro, Giorgia
1
Ceci, Claudia
1
Chen, Li
1
Contreras, Ana Roldan
1
Costa, Manon
1
Cuchiero, Christa
1
DaiPra, Paolo
1
Defourny, Boris
1
Dembińska, Anna
1
Dobson, Gregory
1
El Euch, Omar
1
Eyvazlu, Reza
1
Fallahpour, Saeid
1
Fukasawa, Masaaki
1
Gadat, Sébastien
1
Gonzato, Luca
1
Haghighi, Afshin
1
Hoyle, Edward
1
Huffman, Aiden
1
Jacod, Jean
1
Kühn, Christoph
1
Lu, Xiaofei
1
Ma, Yong
1
Macrina, Andrea
1
Marwala, Tshilidzi
1
Mbuvha, Rendani
1
Mengütürk, Levent Ali
1
Mongwe, Wilson Tsakane
1
Morariu-Patrichi, Maxime
1
Nyström, Kaj
1
more ...
less ...
Published in...
All
Mathematics and financial economics
3
Finance and stochastics
2
Finance research letters
2
Insurance / Mathematics & economics
2
Quantitative finance
2
Risks : open access journal
2
Annals of finance
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Energy economics
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the Operational Research Society
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Market microstructure and liquidity
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research letters
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The microstructural foundations of leverage effect and rough volatility
El Euch, Omar
;
Fukasawa, Masaaki
;
Rosenbaum, Mathieu
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 241-280
Persistent link: https://www.econbiz.de/10011945670
Saved in:
2
Analyzing order flows in limit order books with ratios of Cox-type intensities
Toke, Ioane Muni
;
Yoshida, Nakahiro
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 81-98
Persistent link: https://www.econbiz.de/10012194856
Saved in:
3
Optimal workflow decisions for investigators in systems with interruptions
Dobson, Gregory
;
Tezcan, Tolga
;
Tilson, Vera
- In:
Management science : journal of the Institute for …
59
(
2013
)
5
,
pp. 1125-1141
Persistent link: https://www.econbiz.de/10009751183
Saved in:
4
Limit of random measures associated with the increments of a brownian semimartingale
Jacod, Jean
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 526-569
Persistent link: https://www.econbiz.de/10011987890
Saved in:
5
Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard
;
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012286349
Saved in:
6
The long-term behavior of number of near-maximum insurance claims
Dembińska, Anna
;
Buraczyńska, Aneta
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 226-237
Persistent link: https://www.econbiz.de/10012105570
Saved in:
7
A simple model for market booms and crashes
Çetin, Umut
;
Sheynzon, Ilya
- In:
Mathematics and financial economics
8
(
2014
)
3
,
pp. 291-319
Persistent link: https://www.econbiz.de/10010365554
Saved in:
8
Price setting of market makers : a filtering problem with endogenous filtration
Kühn, Christoph
;
Riedel, Matthias
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10011739454
Saved in:
9
Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control
Defourny, Boris
- In:
Operations research letters
46
(
2018
)
1
,
pp. 51-55
Persistent link: https://www.econbiz.de/10011807908
Saved in:
10
Modulated information flows in financial markets
Hoyle, Edward
;
Macrina, Andrea
;
Mengütürk, Levent Ali
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012271037
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
