Pages that link to "Item:Q5032079"
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The following pages link to Exogenous and endogenous price jumps belong to different dynamical classes (Q5032079):
Displaying 4 items.
- Fat tails arise endogenously from supply/demand, with or without jump processes (Q2133227) (← links)
- The inelastic market hypothesis: a microstructural interpretation (Q5041659) (← links)
- Multivariate quadratic Hawkes processes—part I: theoretical analysis (Q6158435) (← links)
- Using interpolated implied volatility for analysing exogenous market changes (Q6538807) (← links)