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Q49961671-636A0CA0-0422-47F0-9758-477084DB65F1
Q49961671-636A0CA0-0422-47F0-9758-477084DB65F1
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http://www.wikidata.org/entity/statement/Q49961671-636A0CA0-0422-47F0-9758-477084DB65F1
Hawkes process model with a time-dependent background rate and its application to high-frequency financial data.
P2860
Q49961671-636A0CA0-0422-47F0-9758-477084DB65F1
BestRank
Statement
http://www.wikidata.org/entity/statement/Q49961671-636A0CA0-0422-47F0-9758-477084DB65F1
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64700888e5010c93f050b034efc8d6a2a19f8004
P2860
Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach.