Author:
Bacry E.,Delattre S.,Hoffmann M.,Muzy J. F.
Subject
General Economics, Econometrics and Finance,Finance
Cited by
200 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. A Hawkes model with CARMA(p,q) intensity;Insurance: Mathematics and Economics;2024-02
2. Order Book Queue Hawkes Markovian Modeling;SIAM Journal on Financial Mathematics;2024-01-30
3. A mutually exciting rough jump-diffusion for financial modelling;Fractional Calculus and Applied Analysis;2024-01-02
4. Research on the Efficacy of the iVIX Index Based on VIX Pricing;Emerging Markets Finance and Trade;2023-11-28
5. Group Network Hawkes Process;Journal of the American Statistical Association;2023-09-26