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"Exponential Kernels with Latency in Hawkes Processes: Applications in Finance."

Marcos Costa Santos Carreira (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-01-26

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2101-06348
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2101-06348
Marcos Costa Santos Carreira:
Exponential Kernels with Latency in Hawkes Processes: Applications in Finance. CoRR abs/2101.06348 (2021)

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