A model for interest rates with clustering effects (Q4554210)
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scientific article; zbMATH DE number 6976811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model for interest rates with clustering effects |
scientific article; zbMATH DE number 6976811 |
Statements
A model for interest rates with clustering effects (English)
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13 November 2018
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Hawkes process
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self-exciting process
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interest rates
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yield curve
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