Modelling jumps with CARMA(p,q)-Hawkes: An application to corporate bond markets

Autor:	Mercuri, Lorenzo, Perchiazzo, Andrea, Rroji, Edit
Zdroj:	In Finance Research Letters March 2025 73
Databáze:	ScienceDirect
Externí odkaz:	Zobrazit plný text záznamu Full Text from ScienceDirect