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Hawkes processes in finance: Market structure and impact

Chen, Jing, Yang, Steve, Taylor, Nick and Han, Qian 2022. Hawkes processes in finance: Market structure and impact. European Journal of Finance 28 (7) , pp. 621-626. 10.1080/1351847x.2022.2060755
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Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Publisher: Routledge
ISSN: 1466-4364
Date of First Compliant Deposit: 22 March 2022
Date of Acceptance: 21 March 2022
Last Modified: 22 Jul 2022 11:08
URI: https://orca.cardiff.ac.uk/id/eprint/148444

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