High-frequency financial data modeling using Hawkes...

High-frequency financial data modeling using Hawkes processes

V. Chavez-Demoulin, J.A. McGill
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Volume:
36
Year:
2012
Language:
english
DOI:
10.1016/j.jbankfin.2012.08.011
File:
PDF, 914 KB
english, 2012
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