Irregularly-Spaced Financial High-Frequency Data Simulation Using Multi-Dimensional Hawkes Processes: Estimation, Prediction And Corresponding Trading Strategy
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| Format: | Others |
| Language: | English |
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Uppsala universitet, Analys och tillämpad matematik
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-175715 |