Warnings About Future Jumps : Properties of the Exponential Hawkes Model
Year of publication: |
2019
|
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Authors: | Foschi, Rachele |
Other Persons: | Lilla, Francesca (contributor) ; Mancini, Cecilia (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 25, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3459443 [DOI] |
Classification: | C02 - Mathematical Methods ; C52 - Model Evaluation and Testing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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