Hawkes model for price and trades high-frequency dynamics

Author: Bacry Emmanuel   Muzy Jean-François  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.14, Iss.7, 2014-07, pp. : 1147-1166

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next