The Flow of Information in Trading: An Entropy Approach to Market Regimes
Liu, Anqi, Chen, Jing, Yang, Steve Y., Hawkes, Alan G.
Published in Entropy (Basel, Switzerland) (22.09.2020)
Published in Entropy (Basel, Switzerland) (22.09.2020)
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Journal Article
Intensity of COVID-19 in care homes following hospital discharge in the early stages of the UK epidemic
Hollinghurst, Joe, North, Laura, Emmerson, Chris, Akbari, Ashley, Torabi, Fatemeh, Williams, Chris, Lyons, Ronan A, Hawkes, Alan G, Bennett, Ed, Gravenor, Mike B, Fry, Richard
Published in Age and ageing (01.05.2022)
Published in Age and ageing (01.05.2022)
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Journal Article
Alfred Frederick Bissell, 1927–2019
Hawkes, Alan G.
Published in Journal of the Royal Statistical Society. Series A, Statistics in society (01.06.2019)
Published in Journal of the Royal Statistical Society. Series A, Statistics in society (01.06.2019)
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Journal Article
A fractional Hawkes process II: Further characterization of the process
Habyarimana, Cassien, Aduda, Jane A., Scalas, Enrico, Chen, Jing, Hawkes, Alan G., Polito, Federico
Published in Physica A (01.04.2023)
Published in Physica A (01.04.2023)
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Journal Article
Editors' foreword: Special issue of Quantitative Finance on 'Hawkes Processes in Finance'
Chen, Maggie, Hawkes, Alan, Khashanah, Khaldoun, McMillan, David, Rosenbaum, Mathieu, Scalas, Enrico, Yang, Steve
Published in Quantitative finance (01.02.2018)
Published in Quantitative finance (01.02.2018)
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