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/ J.F Muzy
J.F Muzy
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J.F Muzy
0.60 · backfill
Papers (1)
Hawkes model for price and trades high-frequency dynamics
q-fin.TR · 2013 · author #2
Mentions
1301.1135
#2 · arxiv_oai · confidence 0.70
J.F Muzy
1301.1135
#2 · backfill · confidence 0.70
J.F Muzy
Frequent Coauthors
E. Bacry
1 shared papers