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The limits of statistical significance of Hawkes processes fitted to financial data |
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| Authors: | Mehdi Lallouache Damien Challet |
| Institution: | 1. Chaire de Finance Quantitative, Laboratoire de Mathématiques Appliquées aux Systémes, Ecole Centrale Paris, Chatenay-Malabry, 92290, France.;2. Encelade Capital SA, EPFL Innovation Park, Batiment C, 1015 Lausanne, Switzerland. |
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