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

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Author
Date
2021Type
- Doctoral Thesis
ETH Bibliography
yes
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Permanent link
https://doi.org/10.3929/ethz-b-000475535Publication status
publishedExternal links
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Publisher
ETH ZurichOrganisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
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ETH Bibliography
yes
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