Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach.

about

Markets, Herding and Response to External Information Social interactions among grazing reef fish drive material flux in a coral reef ecosystem.Hawkes process model with a time-dependent background rate and its application to high-frequency financial data.

P2860

Q28646612-88FD7796-536F-4F67-B469-91966C89A4F9 Q43083577-1413293C-183E-4393-BCFF-F78A46C315B7 Q49961671-636A0CA0-0422-47F0-9758-477084DB65F1

P2860

Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach.

Item

http://www.wikidata.org/entity/Q53235332

description

2015 nî lūn-bûn

@nan

2015年の論文

@ja

2015年学术文章

@wuu

2015年学术文章

@zh

2015年学术文章

@zh-cn

2015年学术文章

@zh-hans

2015年学术文章

@zh-my

2015年学术文章

@zh-sg

2015年學術文章

@yue

2015年學術文章

@zh-hant

name

Modeling foreign exchange mark ...... news: Hawkes-process approach.

@en

Modeling foreign exchange mark ...... news: Hawkes-process approach.

@nl

type

Item

label

Modeling foreign exchange mark ...... news: Hawkes-process approach.

@en

Modeling foreign exchange mark ...... news: Hawkes-process approach.

@nl

prefLabel

Modeling foreign exchange mark ...... news: Hawkes-process approach.

@en

Modeling foreign exchange mark ...... news: Hawkes-process approach.

@nl

P1476

Modeling foreign exchange mark ...... news: Hawkes-process approach

@en

P2093

Fabrizio Lillo

http://www.w3.org/2001/XMLSchema#string

Marcello Rambaldi

http://www.w3.org/2001/XMLSchema#string

P2860

A new look at the statistical model identification

Estimating the Dimension of a Model

Branching-ratio approximation for the self-exciting Hawkes process.

Measuring and Testing the Impact of News on Volatility

Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data

P304

012819

http://www.w3.org/2001/XMLSchema#string

P31

scholarly article

P356

10.1103/PHYSREVE.91.012819

http://www.w3.org/2001/XMLSchema#string

P407

English

P433

http://www.w3.org/2001/XMLSchema#string

P478

http://www.w3.org/2001/XMLSchema#string

P50

Paris Pennesi

P577

2015-01-26T00:00:00Z

http://www.w3.org/2001/XMLSchema#dateTime

P698

25679668

http://www.w3.org/2001/XMLSchema#string

P818

1405.6047

http://www.w3.org/2001/XMLSchema#string

Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach.

about

P2860

P2860

Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach.

description

name

type

label

prefLabel

P1433

P1476

P2093

P2860

P304

P31

P356

P407

P433

P478

P50

P577

P698

P818

P356

P1433

P1476

P2093

P2860

P304

P31

P356

P407

P433

P478

P50

P577

P698

P818