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Critical Reflexivity in Financial Markets: A Hawkes Process Analysis
SSRN Electronic Journal
◽
10.2139/ssrn.2221243
◽
2013
◽
Cited By ~ 7
Author(s):
Stephen Hardiman
◽
Nicolas Bercot
◽
Jean-Philippe Bouchaud
Keyword(s):
Financial Markets
◽
Process Analysis
◽
Hawkes Process
◽
Critical Reflexivity
Download Full-text
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Cited By
References
Critical reflexivity in financial markets: a Hawkes process analysis
The European Physical Journal B
◽
10.1140/epjb/e2013-40107-3
◽
2013
◽
Vol 86
(10)
◽
Cited By ~ 61
Author(s):
Stephen J. Hardiman
◽
Nicolas Bercot
◽
Jean-Philippe Bouchaud
Keyword(s):
Financial Markets
◽
Process Analysis
◽
Hawkes Process
◽
Critical Reflexivity
Download Full-text
The role of volume in order book dynamics: a multivariate Hawkes process analysis
Quantitative Finance
◽
10.1080/14697688.2016.1260759
◽
2016
◽
Vol 17
(7)
◽
pp. 999-1020
◽
Cited By ~ 15
Author(s):
Marcello Rambaldi
◽
Emmanuel Bacry
◽
Fabrizio Lillo
Keyword(s):
Process Analysis
◽
Order Book
◽
Hawkes Process
Download Full-text
Corrigendum to: Multivariate Hawkes process analysis of posts on a web service about uncomfortable gender experiences
Journal of Complex Networks
◽
10.1093/comnet/cnab015
◽
2021
◽
Vol 10
(1)
◽
Author(s):
Masatoshi Goda
◽
Ryosuke Yano
◽
Takayuki Mizuno
Keyword(s):
Web Service
◽
Process Analysis
◽
Hawkes Process
Download Full-text
Asia-Pacific Financial Markets: Integration, Innovation and Challenges
10.1016/s1569-3767(2007)8
◽
2007
◽
Keyword(s):
Financial Markets
◽
Asia Pacific
Download Full-text
Latin American Financial Markets: Developments in Financial Innovations
10.1016/s1569-3767(2005)5
◽
2005
◽
Keyword(s):
Financial Markets
◽
Latin American
◽
Financial Innovations
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The Regulation of International Financial Markets
10.1017/cbo9780511494505
◽
2006
◽
Cited By ~ 3
Keyword(s):
Financial Markets
◽
International Financial Markets
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European Financial Markets and Institutions
10.1017/cbo9780511806230
◽
2009
◽
Cited By ~ 28
Author(s):
Jakob de Haan
◽
Sander Oosterloo
◽
Dirk Schoenmaker
Keyword(s):
Financial Markets
◽
Markets And Institutions
Download Full-text
Discrete Models of Financial Markets
10.1017/cbo9781139051583
◽
2009
◽
Cited By ~ 1
Author(s):
Marek Capinski
◽
Ekkehard Kopp
Keyword(s):
Financial Markets
◽
Discrete Models
Download Full-text
Financial Markets and Institutions
10.1017/cbo9781139198943
◽
2012
◽
Cited By ~ 10
Author(s):
Jakob de Haan
◽
Sander Oosterloo
◽
Dirk Schoenmaker
Keyword(s):
Financial Markets
◽
Markets And Institutions
Download Full-text
Limit theorems and price changes in financial markets
Philosophical Magazine B
◽
10.1080/014186398258762
◽
1998
◽
Vol 77
(5)
◽
pp. 1353-1356
Author(s):
Rosario N. Mantegna, H. Eugene Stanley
Keyword(s):
Financial Markets
◽
Limit Theorems
◽
Price Changes
Download Full-text
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