结果：找到“Hawkes Processes”相关内容6个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
The Elements of Hawkes Processes
1 个回复 - 3010 次查看 【作者(必填)】 【文题(必填)】 The Elements of Hawkes Processes 【年份(必填)】 【全文链接或数据库名称(选填)】https://link.springer.com/book/10.1007/978-3-030-84639-82022-10-16 21:41 - ticket1988 - 求助成功区
1 个回复 - 3010 次查看 【作者(必填)】 【文题(必填)】 The Elements of Hawkes Processes 【年份(必填)】 【全文链接或数据库名称(选填)】https://link.springer.com/book/10.1007/978-3-030-84639-82022-10-16 21:41 - ticket1988 - 求助成功区
Structural credit risk modelling with Hawkes jump diffusion processes
3 个回复 - 800 次查看 【作者(必填)】YongMaa[/backcolor]WeidongXub[/backcolor] 【文题(必填)】 Structural credit risk modelling with Hawkes jump diffusion processes【年份(必填)】2016 【全文链接或数据库名称(选填)】http ...2020-6-7 16:18 - ssylzz - 求助成功区
3 个回复 - 800 次查看 【作者(必填)】YongMaa[/backcolor]WeidongXub[/backcolor] 【文题(必填)】 Structural credit risk modelling with Hawkes jump diffusion processes【年份(必填)】2016 【全文链接或数据库名称(选填)】http ...2020-6-7 16:18 - ssylzz - 求助成功区
Transform analysis for Hawkes processes with applications in dark pool trading
2 个回复 - 686 次查看 【作者(必填)】 【文题(必填)】Transform analysis for Hawkes processes with applications in dark pool trading 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ab ...2020-6-4 20:14 - ssylzz - 求助成功区
2 个回复 - 686 次查看 【作者(必填)】 【文题(必填)】Transform analysis for Hawkes processes with applications in dark pool trading 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ab ...2020-6-4 20:14 - ssylzz - 求助成功区
Hawkes processes and their applications to finance: a review
1 个回复 - 1115 次查看 【作者(必填)】 Alan G. Hawkes 【文题(必填)】 Hawkes processes and their applications to finance: a review 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10 ...2018-8-7 13:54 - waterup - 求助成功区
1 个回复 - 1115 次查看 【作者(必填)】 Alan G. Hawkes 【文题(必填)】 Hawkes processes and their applications to finance: a review 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10 ...2018-8-7 13:54 - waterup - 求助成功区
Modelling illiquidity spillovers with Hawkes processes: an application to the so
1 个回复 - 774 次查看 【作者(必填)】 M. Schneider ORCID Icon, F. Lillo & L. Pelizzon 【文题(必填)】 Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market【年份(必填)】 2017 ...2018-1-9 15:21 - waterup - 求助成功区
1 个回复 - 774 次查看 【作者(必填)】 M. Schneider ORCID Icon, F. Lillo & L. Pelizzon 【文题(必填)】 Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market【年份(必填)】 2017 ...2018-1-9 15:21 - waterup - 求助成功区
Hawkes processes in finance
1 个回复 - 1842 次查看 In this paper we propose an overview of the recent academic literature devoted to the applications of Hawkes processes in finance. Hawkes processes constitute a particular class of multivariate point ...2015-10-17 07:20 - zhangwc08 - R语言论坛
1 个回复 - 1842 次查看 In this paper we propose an overview of the recent academic literature devoted to the applications of Hawkes processes in finance. Hawkes processes constitute a particular class of multivariate point ...2015-10-17 07:20 - zhangwc08 - R语言论坛
