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"Modeling High Frequency Data using Hawkes Processes with Power-law Kernels."

Changyong Zhang (2016)

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DOI: 10.1016/J.PROCS.2016.05.366

access: open

type: Conference or Workshop Paper

metadata version: 2022-07-27

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  dblp key:
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Changyong Zhang:
Modeling High Frequency Data using Hawkes Processes with Power-law Kernels. ICCS 2016: 762-771

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