State-dependent Hawkes processes and their application to limit order book modelling

标题
State-dependent Hawkes processes and their application to limit order book modelling
作者
关键词
-
出版物
QUANTITATIVE FINANCE
Volume -, Issue -, Pages 1-21
出版商
Informa UK Limited
发表日期
2021-12-07
DOI
10.1080/14697688.2021.1983199

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