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结果：找到“Hawkes Process”相关内容13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 - 3017 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

求论文：Energy ETF return jump contagion: a multivariate Hawkes process approach
4 个回复 - 734 次查看求论文：Energy ETF return jump contagion: a multivariate Hawkes process approach 网址：https://www.tandfonline.com/doi/abs/10.1080/1351847X.2021.1903962 感激不尽！！！2021-6-11 14:06 - shirleyteng - 求助成功区

求文章：Risk Model Based on Compound Hawkes Process
11 个回复 - 1047 次查看求一篇文章：Risk Model Based on Compound Hawkes Process 作者：Anatoliy Swishchuk 链接：https://onlinelibrary.wiley.com/doi/abs/10.1002/wilm.10662 期刊：Wilmott Volume2018, Issue94March 2018Pages 5 ...2021-5-12 13:39 - shirleyteng - 求助成功区

Structural credit risk modelling with Hawkes jump diffusion processes
3 个回复 - 804 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 - 690 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

Applications of a multivariate Hawkes process
2 个回复 - 790 次查看【作者(必填)】 Steve Y. Yang, Anqi Liu, Jing Chen & Alan Hawkes 【文题(必填)】 Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events 【年份(必填)】 ...2018-8-7 14:06 - waterup - 求助成功区

Hawkes processes and their applications to finance: a review
1 个回复 - 1128 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 - 783 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

求Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps
2 个回复 - 907 次查看【作者(必填)】Lingjiong Zhu 【文题(必填)】Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://projecteuclid.org/euclid.jap/ ...2016-9-12 16:49 - weilinhy - 求助成功区

求正式版Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps
1 个回复 - 952 次查看【作者(必填)】【文题(必填)】Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps 【年份(必填)】 [*]J. Appl. Probab. [*]Volume 51, Number 3 (2014), 699-712. 【全文链接或数据库名称 ...2014-12-31 05:58 - ssylzz - 求助成功区

Hawkes processes in finance
1 个回复 - 1850 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

Attribution model in marketing using Hawkes process
1 个回复 - 1243 次查看 http://www.krannert.purdue.edu/faculty/kkarthik/wise12/papers/wise12_submission_100.pdf2015-10-17 05:38 - zhangwc08 - R语言论坛

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