Financial point process modelling, the endo-exo problem, flash crashes and the excess volatility puzzle explained

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Author
Wehrli, Alexander
Date
2021
Type
    Doctoral Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000475535
Publication status
published
External links
Search print copy at ETH Library
Contributors
Examiner: Sornette, Didier
Examiner: Cheridito, Patrick
Publisher
ETH Zurich
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
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