Work

Hawkes Processes in Finance

Year: 2015

Type: article

Source: Market Microstructure and Liquidity

DOI: 10.1142/s2382626615500057

Authors: Emmanuel Bacry, Iacopo Mastromatteo, Jean-François Muzy

Institutions: Centre National de la Recherche Scientifique, École Polytechnique, Centre de Mathématiques Appliquées de l'École polytechnique, Sciences pour l'Environnement

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1594866779

FWCI: 49.13

Cites: 76

Cited by: 461

Related to: 10