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Modelling High-Frequency Data with Bivariate Hawkes Processes: Power-Law vs. Exponential Kernels

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Batra, Neal
Format:	Preprint
Publié:	2025
Sujets:	Mathematical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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