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~person:"Bowsher, Clive G."
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Bowsher, Clive G.
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Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
Bowsher, Clive G.
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Economics Group, Nuffield College, University of Oxford
-
2005
developed in which the model is specified via the vector
conditional
intensity
. This has the advantage that the conditioning …
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