Hawkes processes and their applications to finance: a review

Saved in:
Bibliographic Details
Published inQuantitative finance Vol. 18; no. 2; pp. 193 - 198
Main Author Hawkes, Alan G.
Format Journal Article
LanguageEnglish
Published Routledge 01.02.2018
Online AccessGet full text

Cover

More Information
ISSN:1469-7688
1469-7696
DOI:10.1080/14697688.2017.1403131