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Keyword [Hawkes process]
Result: 1 - 6 | Page: 1 of 1
1. A Study Of Multivariate HAR Models Based On Cojumps And The Application In Asset Allocation
2. Research On The Interaction Between Onshore RMB Exchange Market And Offshore RMB Exchange Market
3. The Influence Of Co-jump Among Index Constituent Stocks On Volatility Forecasting
4. Financial Market Risk Measurement Based On Self-Excited Hawkes Process And Extreme Value Theory
5. The Ruin Problem Of Insurance Company Based On Hawkes Process
6. Optimal Investment And Consumption In The Market With Jump Risk And Capital Tax
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