|
|||||
|
|
The limits of statistical significance of Hawkes processes fitted to financial data |
|
| Authors: | Mehdi Lallouache Damien Challet |
| Affiliation: | 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. |
| Abstract: | |
| Keywords: | |