The endo-exo problem in high frequency financial price fluctuations and rejecting criticality
Metadata only
Date
2019Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Quantitative FinanceVolume
Pages / Article No.
Publisher
RoutledgeSubject
Hawkes process; Econometrics; High frequency financial data; Spurious inference; Non-stationarity; EM algorithmOrganisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
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Is new version of: http://hdl.handle.net/20.500.11850/317885
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