Modelling security market events in continuous time: Intensity based, multivariate point process models

Clive Bowsher

Journal of Econometrics, 2007, vol. 141, issue 2, 876-912

Date: 2007
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Citations: View citations in EconPapers (160)

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Related works:
Working Paper: Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models (2005)
Working Paper: Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models (2003)
Working Paper: Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:141:y:2007:i:2:p:876-912

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