Journal article 227 views 4 downloads
Hawkes processes with hidden marks
The European Journal of Finance, Pages: 1 - 26
Swansea University Author:
Yuzhi Cai
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DOI (Published version): 10.1080/1351847x.2020.1820356
Abstract
Hawkes processes with hidden marks
Published in: | The European Journal of Finance |
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ISSN: | 1351-847X 1466-4364 |
Published: |
Informa UK Limited
2020
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Online Access: |
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URI: | https://cronfa.swan.ac.uk/Record/cronfa55070 |
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Keywords: |
Hawkes process model, intensity function, quantile function, parameter estimation, hidden marks |
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College: |
School of Management |
Start Page: |
1 |
End Page: |
26 |