Apparent criticality and calibration issues in the Hawkes...

Quantitative Finance 2015 / 08 Vol. 15; Iss. 8

Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data

Filimonov, V., Sornette, D.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
15
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1032544
Date:
August, 2015
File:
PDF, 1.06 MB
english, 2015
Conversion to is in progress
Conversion to is failed