No Cover Image

Journal article 776 views 92 downloads

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

Published in: The European Journal of Finance
ISSN: 1351-847X 1466-4364
Published: Informa UK Limited 2022
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!
first_indexed 2020-08-26T09:22:21Z
last_indexed 2023-01-11T14:33:27Z
id cronfa55070
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2022-07-08T13:55:19.7345059</datestamp><bib-version>v2</bib-version><id>55070</id><entry>2020-08-26</entry><title>Hawkes processes with hidden marks</title><swanseaauthors><author><sid>eff7b8626ab4cc6428eef52516fda7d6</sid><ORCID>0000-0003-3509-9787</ORCID><firstname>Yuzhi</firstname><surname>Cai</surname><name>Yuzhi Cai</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2020-08-26</date><deptcode>BAF</deptcode><abstract/><type>Journal Article</type><journal>The European Journal of Finance</journal><volume>28</volume><journalNumber>7</journalNumber><paginationStart>679</paginationStart><paginationEnd>704</paginationEnd><publisher>Informa UK Limited</publisher><placeOfPublication/><isbnPrint/><isbnElectronic/><issnPrint>1351-847X</issnPrint><issnElectronic>1466-4364</issnElectronic><keywords>Hawkes process model, intensity function, quantile function, parameter estimation, hidden marks</keywords><publishedDay>3</publishedDay><publishedMonth>5</publishedMonth><publishedYear>2022</publishedYear><publishedDate>2022-05-03</publishedDate><doi>10.1080/1351847x.2020.1820356</doi><url/><notes/><college>COLLEGE NANME</college><department>Accounting and Finance</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>BAF</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2022-07-08T13:55:19.7345059</lastEdited><Created>2020-08-26T10:21:10.4040856</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Yuzhi</firstname><surname>Cai</surname><orcid>0000-0003-3509-9787</orcid><order>1</order></author></authors><documents><document><filename>55070__18049__a3d52125e5bc4ff4addf7b1a5ea81081.pdf</filename><originalFilename>quantile for H-process-2.pdf</originalFilename><uploaded>2020-08-26T10:22:04.5716535</uploaded><type>Output</type><contentLength>418834</contentLength><contentType>application/pdf</contentType><version>Accepted Manuscript</version><cronfaStatus>true</cronfaStatus><embargoDate>2022-03-16T00:00:00.0000000</embargoDate><copyrightCorrect>true</copyrightCorrect><language>English</language></document></documents><OutputDurs/></rfc1807>
spelling 2022-07-08T13:55:19.7345059 v2 55070 2020-08-26 Hawkes processes with hidden marks eff7b8626ab4cc6428eef52516fda7d6 0000-0003-3509-9787 Yuzhi Cai Yuzhi Cai true false 2020-08-26 BAF Journal Article The European Journal of Finance 28 7 679 704 Informa UK Limited 1351-847X 1466-4364 Hawkes process model, intensity function, quantile function, parameter estimation, hidden marks 3 5 2022 2022-05-03 10.1080/1351847x.2020.1820356 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2022-07-08T13:55:19.7345059 2020-08-26T10:21:10.4040856 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Yuzhi Cai 0000-0003-3509-9787 1 55070__18049__a3d52125e5bc4ff4addf7b1a5ea81081.pdf quantile for H-process-2.pdf 2020-08-26T10:22:04.5716535 Output 418834 application/pdf Accepted Manuscript true 2022-03-16T00:00:00.0000000 true English
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
_version_ 1763753634722480128
score 11.016235