Financial Hawkes based modeling across time scales and application to the study of market impact

ZANNI, DAVIDE
2023/2024
2023
Financial Hawkes based modeling across time scales and application to the study of market impact
Hawkes process
Market impact
Rough volatility
Limit theorems
Lauree magistrali
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12608/76680