Hawkes processes and their applications to finance: a review

被引：151
作者：
Hawkes, Alan G. [1 ]
机构：
[1] Swansea Univ, Sch Management, Bay Campus,Fabian Way, Swansea SA1 8EN, W Glam, Wales
来源：
QUANTITATIVE FINANCE | 2018年 / 18卷 / 02期
关键词：
POINT; TIME; BEHAVIOR; SPECTRA; EVENTS; RISK;
D O I：
10.1080/14697688.2017.1403131
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：193 / 198
页数：6
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