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Hawkes processes with hidden marks

Yuzhi Cai Orcid Logo

The European Journal of Finance, Volume: 28, Issue: 7, Pages: 679 - 704

Swansea University Author: Yuzhi Cai Orcid Logo

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DOI (Published version): 10.1080/1351847x.2020.1820356

Published in: The European Journal of Finance
ISSN: 1351-847X 1466-4364
Published: Informa UK Limited 2022
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URI: https://cronfa.swan.ac.uk/Record/cronfa55070
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first_indexed 2020-08-26T09:22:21Z
last_indexed 2023-01-11T14:33:27Z
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title Hawkes processes with hidden marks
spellingShingle Hawkes processes with hidden marks
Yuzhi Cai
title_short Hawkes processes with hidden marks
title_full Hawkes processes with hidden marks
title_fullStr Hawkes processes with hidden marks
title_full_unstemmed Hawkes processes with hidden marks
title_sort Hawkes processes with hidden marks
author_id_str_mv eff7b8626ab4cc6428eef52516fda7d6
author_id_fullname_str_mv eff7b8626ab4cc6428eef52516fda7d6_***_Yuzhi Cai
author Yuzhi Cai
author2 Yuzhi Cai
format Journal article
container_title The European Journal of Finance
container_volume 28
container_issue 7
container_start_page 679
publishDate 2022
institution Swansea University
issn 1351-847X
1466-4364
doi_str_mv 10.1080/1351847x.2020.1820356
publisher Informa UK Limited
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 1
active_str 0
published_date 2022-05-03T04:09:01Z
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score 11.036116

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