Simultaneous multivariate Hawkes-type point processes and their application to financial markets

to related objects

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
2520-8764
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Simultaneous multivariate Hawkes-type point processes and their application to financial markets ; day:10 ; month:8 ; year:2018 ; pages:1-36
Japanese journal of statistics and data science ; (10.8.2018), 1-36

Creator
Kunitomo, Naoto
Contributor
Kurisu, Daisuke
Awaya, Naoki
SpringerLink (Online service)

DOI
10.1007/s42081-018-0017-3
URN
urn:nbn:de:101:1-2018100921035692037780
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:30 AM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Show original at data provider

Associated

  • Kunitomo, Naoto
  • Kurisu, Daisuke
  • Awaya, Naoki
  • SpringerLink (Online service)

Other Objects (12)

A parameter estimation method for multivariate binned Hawkes processes

A parameter estimation method for multivariate binned Hawkes processes

Spatio-Temporal Hawkes Point Processes: A Review

Spatio-Temporal Hawkes Point Processes: A Review

Hawke.

Abschnitt

Hawke.

Multivariate Hawkes process models of the occurrence of regulatory elements

Multivariate Hawkes process models of the occurrence of regulatory elements

Hawkes, T.

Akten

Hawkes, T.

Admiral Hawke.

Abschnitt

Admiral Hawke.

Sr Edward Hawke

Druckgraphik

Sr Edward Hawke

Arthur Hawke : Roman

Arthur Hawke : Roman

Arthur Hawke : Roman

Arthur Hawke : Roman

Mr. Hawkes' Report.

Abschnitt

Mr. Hawkes' Report.

Hawkes-head - Conistone

Kapitel

Hawkes-head - Conistone

Arthur Hawke : Roman

Arthur Hawke : Roman

Related objects