Journal article 852 views 132 downloads
Hawkes processes with hidden marks
Yuzhi Cai 
The European Journal of Finance, Volume: 28, Issue: 7, Pages: 679 - 704
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 |
|---|---|
| ISSN: | 1351-847X 1466-4364 |
| Published: |
Informa UK Limited
2022
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| Online Access: |
Check full text
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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: |
Faculty of Humanities and Social Sciences |
| Issue: |
7 |
| Start Page: |
679 |
| End Page: |
704 |