Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process
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1999 ◽
Vol 4
◽
pp. 87-96
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2020 ◽
Vol 2020
(14)
◽
pp. 305-1-305-6
2017 ◽
Vol 73
(1)
◽
pp. 36-49
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