Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Aiden Huffman"'
Autor:
Anatoliy Swishchuk, Aiden Huffman
Publikováno v:
Risks, Vol 8, Iss 1, p 28 (2020)
In this paper, we study various new Hawkes processes. Specifically, we construct general compound Hawkes processes and investigate their properties in limit order books. With regard to these general compound Hawkes processes, we prove a Law of Large
Externí odkaz:
https://doaj.org/article/3af93443dfc54922be0c93d8e7830129
Publikováno v:
Environmental Modeling & Assessment. 26:737-761
We give an exploratory analysis of daily 10 meter wind speed averages for all weather stations in Alberta, Canada with observations from January 2008 to May 2019. The data is provided by the Alberta Climate Information Service (ACIS), Alberta Agricul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::622d7c6659497db7a7292312d20beccb
https://doi.org/10.1007/s10666-021-09783-5
https://doi.org/10.1007/s10666-021-09783-5
Autor:
Aiden Huffman, Anatoliy Swishchuk
Publikováno v:
Risks
Volume 8
Issue 1
Risks, Vol 8, Iss 1, p 28 (2020)
Volume 8
Issue 1
Risks, Vol 8, Iss 1, p 28 (2020)
In this paper, we study various new Hawkes processes. Specifically, we construct general compound Hawkes processes and investigate their properties in limit order books. With regards to these general compound Hawkes processes, we prove a Law of Large
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fdc9fa87b3d03e4814ba9e46bed19063
https://doi.org/10.2139/ssrn.3279778
https://doi.org/10.2139/ssrn.3279778