The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347)
From MaRDI portal
scientific article; zbMATH DE number 7110471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The endo–exo problem in high frequency financial price fluctuations and rejecting criticality |
scientific article; zbMATH DE number 7110471 |
Statements
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (English)
0 references
26 September 2019
0 references
Hawkes process
0 references
econometrics
0 references
high frequency financial data
0 references
spurious inference
0 references
non-stationarity
0 references
EM algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
