On the Hawkes Process with Different Exciting Functions

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Mehrdad, Behzad, Zhu, Lingjiong
Format:	Preprint
Published:	2014
Subjects:	Probability Risk Management Trading and Market Microstructure
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/1403.0994