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Hawkes processes with hidden marks / Yuzhi Cai

The European Journal of Finance, Pages: 1 - 26

Swansea University Author: Yuzhi Cai

  • Accepted Manuscript under embargo until: 16th March 2022
Published in: The European Journal of Finance
ISSN: 1351-847X 1466-4364
Published: Informa UK Limited 2020
Online Access: Check full text

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Keywords: Hawkes process model, intensity function, quantile function, parameter estimation, hidden marks
College: School of Management
Start Page: 1
End Page: 26