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Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration

Fuente: arXiv

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Bibliographic Details
Main Authors:	Aubrun, Cecilia, Benzaquen, Michael, Bouchaud, Jean-Philippe
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure General Finance
Online Access:	Acceder al recurso
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