Horst, U., Xu, W., & Zhang, R. (2023). Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility.
Citazione stile Chigago Style (17a edizione)Horst, Ulrich, Wei Xu, e Rouyi Zhang. Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility. 2023.
Citatione MLA (9a ed.)Horst, Ulrich, et al. Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility. 2023.
Attenzione: Queste citazioni potrebbero non essere precise al 100%.