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Hawkes process
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Ansteckungseffekt
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Hainaut, Donatien
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Kilic, Erdem
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Economic modelling
The European journal of finance
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Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem
- In:
Economic modelling
62
(
2017
),
pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
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2
A bivariate
Hawkes
process
for interest rate modeling
Hainaut, Donatien
- In:
Economic modelling
57
(
2016
),
pp. 180-196
Persistent link: https://www.econbiz.de/10011646883
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