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Software:38316

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swMATH26586MaRDI QIDQ38316

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Source code repository: https://github.com/X-DataInitiative/tick

Related Items (4)

Unnamed Item ⋮ Unnamed Item ⋮ Sparse estimation for generalized exponential marked Hawkes process ⋮ Disentangling and quantifying market participant volatility contributions

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