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Kernel_HawkesZumbach_loglog_5min_stocks-pdf-000001

Quadratic Hawkes processes for financial prices. Blanc, Donier, Bouchaud arxiv.org/abs/1509.07710 #q-fin

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Uploaded on September 28, 2015

Kernel_HawkesZumbach_loglog_5min_stocks-pdf-000001

Quadratic Hawkes processes for financial prices. Blanc, Donier, Bouchaud arxiv.org/abs/1509.07710 #q-fin

65 views
0 faves
0 comments
Uploaded on September 28, 2015
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