Jiang, A. Z., & Rodriguez, A. (2025). Semiparametric estimation for multivariate Hawkes processes using dependent Dirichlet processes: An application to order flow data in financial markets.
Citazione stile Chigago Style (17a edizione)Jiang, Alex Ziyu, e Abel Rodriguez. Semiparametric Estimation for Multivariate Hawkes Processes Using Dependent Dirichlet Processes: An Application to Order Flow Data in Financial Markets. 2025.
Citatione MLA (9a ed.)Jiang, Alex Ziyu, e Abel Rodriguez. Semiparametric Estimation for Multivariate Hawkes Processes Using Dependent Dirichlet Processes: An Application to Order Flow Data in Financial Markets. 2025.
Attenzione: Queste citazioni potrebbero non essere precise al 100%.