Self-exciting jump processes with applications to energy markets
Crossref DOI link: https://doi.org/10.1007/s10463-016-0591-8
Published Online: 2017-01-06
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Eyjolfsson, Heidar
Tjøstheim, Dag
License valid from 2017-01-06
