Modeling High-Frequency Price Data with Bounded-Delay Hawkes Processes
Crossref DOI link: https://doi.org/10.1007/978-3-319-89824-7_90
Published Online: 2018-07-18
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Türkmen, Ali Caner
Cemgil, Ali Taylan
License valid from 2018-01-01