Author:
Gresnigt Francine,Kole Erik,Franses Philip Hans
Subject
Economics and Econometrics,Finance
Reference44 articles.
1. Aït-Sahalia, Y., Cacho-Diaz, J., Laeven, R., 2013. Modeling financial contagion using mutually exciting jump processes. NBER Working paper.
2. Comparison of alternative ACD models via density and interval forecasts: evidence from the Australian stock market;Allen;Math. Comput. Simul.,2009
3. Volatility and correlation forecasting;Andersen,2006
4. Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data;Bacry;Eur. Phys. J. B,2012
5. Application of branching models in the study of invasive species;Balderama;J. Am. Stat. Assoc.,2012
Cited by
41 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