The limits of statistical significance of Hawkes processes fitted to financial data

Mehdi Lallouache and Damien Challet

Quantitative Finance, 2016, vol. 16, issue 1, 1-11

Date: 2016
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Citations: View citations in EconPapers (14)

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Working Paper: The limits of statistical significance of Hawkes processes fitted to financial data (2016)
Working Paper: The limits of statistical significance of Hawkes processes fitted to financial data (2015)
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DOI: 10.1080/14697688.2015.1068442

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