Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
Year: 2003
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.343020
Author: Clive G. Bowsher
Institution: University of Cambridge
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2133605960