The limits of statistical significance of Hawkes processes fitted to financial data

被引：20
作者：
Lallouache, Mehdi [1 ]
Challet, Damien [1 ,2 ]
机构：
[1] Ecole Cent Paris, Chaire Finance Quantitat, Lab Math Appl Syst, F-92290 Chatenay Malabry, France
[2] Encelade Capital SA, CH-1015 Lausanne, Switzerland
来源：
QUANTITATIVE FINANCE | 2016年 / 16卷 / 01期
关键词：
POINT-PROCESSES; MODEL; SPECTRA; TIME;
D O I：
10.1080/14697688.2015.1068442
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：1 / 11
页数：11
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