EPJ

Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data

E. Bacry, K. Dayri and J.F. Muzy

Eur. Phys. J. B, 85 5 (2012) 157

Published online: 22 May 2012

DOI: 10.1140/epjb/e2012-21005-8

E. Bacry

K. Dayri

J.F. Muzy

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