Theory of earthquakes interevent times applied to financial markets
dc.contributor.author
Jagielski, Maciej
dc.contributor.author
Kutner, Ryszard
dc.contributor.author
Sornette, Didier
dc.date.accessioned
2018-01-23T17:20:43Z
dc.date.available
2017-11-23T15:49:18Z
dc.date.available
2017-10-06T02:16:45Z
dc.date.available
2017-11-16T17:52:05Z
dc.date.available
2018-01-23T17:20:43Z
dc.date.issued
2017-10
dc.identifier.issn
0378-4371
dc.identifier.issn
1873-2119
dc.identifier.other
10.1016/j.physa.2017.04.115
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/233371
dc.language.iso
en
en_US
dc.publisher
Elsevier
en_US
dc.subject
Interevent times
en_US
dc.subject
Self-excited Hawkes conditional Poisson process
en_US
dc.subject
Financial markets
en_US
dc.title
Theory of earthquakes interevent times applied to financial markets
en_US
dc.type
Journal Article
dc.date.published
2017-04-28
ethz.journal.title
Physica A: Statistical Mechanics and its Applications
ethz.journal.volume
483
en_US
ethz.journal.abbreviated
Physica A
ethz.pages.start
68
en_US
ethz.pages.end
73
en_US
ethz.identifier.wos
ethz.identifier.scopus
ethz.publication.place
Amsterdam
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
en_US
ethz.date.deposited
2017-10-06T02:17:00Z
ethz.source
FORM
ethz.source
WOS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2018-01-23T17:15:34Z
ethz.rosetta.lastUpdated
2023-02-06T15:06:38Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
dc.identifier.olduri
http://hdl.handle.net/20.500.11850/213221
dc.identifier.olduri
http://hdl.handle.net/20.500.11850/190608
ethz.COinS
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