"Hawkes-based models for high frequency financial data."

Kaj Nyström, Changyong Zhang (2022)

> Home

Details and statistics

DOI: 10.1080/01605682.2021.1952116

access: closed

type: Journal Article

metadata version: 2023-01-31

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jors/NystromZ22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jors/NystromZ22
Kaj Nyström, Changyong Zhang:
Hawkes-based models for high frequency financial data. J. Oper. Res. Soc. 73(10): 2168-2185 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.