//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Mark, Michael"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Hawkes process"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hawkes process
3
branching ratio
3
cryptocurrencies
3
endogeneity
3
bitcoin
2
maximum-likelihood estimation
2
Bitcoin
1
market reflexivity
1
trading behavior
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Working Paper
2
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
3
Author
All
Mark, Michael
Sornette, Didier
10
Hainaut, Donatien
7
Maneesoonthorn, Worapree
7
Martin, Gael M.
7
Wehrli, Alexander
7
Dassios, Angelos
6
Chen, Jing
5
Forbes, Catherine Scipione
5
Horst, Ulrich
5
Jang, Jiwook
5
Sviščuk, Anatolij
5
Wheatley, Spencer
5
Clements, Adam
4
Franses, Philip Hans
4
Gresnigt, Francine
4
Kole, Erik
4
Zhao, Hongbiao
4
Fu, Guanxing
3
Herrera, Rodrigo
3
Lee, Kyungsub
3
Liao, Yin
3
Ma, Yong
3
Seo, Byoung Ki
3
Sila, Jan
3
Weber, Thomas A.
3
Xia, Xiaonyu
3
Yang, Steve Y.
3
Aït-Sahalia, Yacine
2
Bacry, Emmanuel
2
Bowsher, Clive G.
2
Buccioli, Alice
2
Cavaliere, Giuseppe
2
Chen, Ying
2
Filimonov, Vladimir
2
Filler, Günther
2
Forbes, Catherine S.
2
Hawkes, Alan
2
He, Qiyue
2
Kiesel, Rüdiger
2
more ...
less ...
Published in...
All
IES Working Paper
1
IES working paper
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
2
EconStor
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantifying endogeneity of cryptocurrency markets
Mark, Michael
;
Sila, Jan
;
Weber, Thomas A.
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 784-799
Persistent link: https://www.econbiz.de/10013373337
Saved in:
2
Quantifying endogeneity of cryptocurrency markets
Mark, Michael
;
Sila, Jan
;
Weber, Thomas A.
-
2019
generated endogenously within the market. For this purpose we fit a univariate self-exciting
Hawkes
process
with two-classes of …
Persistent link: https://www.econbiz.de/10012389247
Saved in:
3
Quantifying endogeneity of cryptocurrency markets
Mark, Michael
;
Sila, Jan
;
Weber, Thomas A.
-
2019
generated endogenously within the market. For this purpose we fit a univariate self-exciting
Hawkes
process
with two-classes of …
Persistent link: https://www.econbiz.de/10012114920
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->