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Chapter title |
Modeling High-Frequency Price Data with Bounded-Delay Hawkes Processes
|
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Chapter number | 90 |
Book title |
Mathematical and Statistical Methods for Actuarial Sciences and Finance
|
Published by |
Springer, Cham, July 2018
|
DOI | 10.1007/978-3-319-89824-7_90 |
Book ISBNs |
978-3-31-989823-0, 978-3-31-989824-7
|
Authors |
Ali Caner Türkmen, Ali Taylan Cemgil, Türkmen, Ali Caner, Cemgil, Ali Taylan |