Journal article 227 views 4 downloads
Hawkes processes with hidden marks
Yuzhi Cai 
The European Journal of Finance, Pages: 1 - 26
Swansea University Author:
Yuzhi Cai
-
PDF | Accepted Manuscript
Download (409.02KB)
DOI (Published version): 10.1080/1351847x.2020.1820356
Abstract
Hawkes processes with hidden marks
| Published in: | The European Journal of Finance |
|---|---|
| ISSN: | 1351-847X 1466-4364 |
| Published: |
Informa UK Limited
2020
|
| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa55070 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Keywords: |
Hawkes process model, intensity function, quantile function, parameter estimation, hidden marks |
|---|---|
| College: |
School of Management |
| Start Page: |
1 |
| End Page: |
26 |