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"Hawkes processes for forecasting currency crashes: Evidence from Russia."

Lyudmila G. Egorova, Ihor Klymyuk (2017)

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DOI: 10.1016/J.PROCS.2017.11.490

access: open

type: Conference or Workshop Paper

metadata version: 2021-10-14

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  dblp key:
  - conf/itqm/EgorovaK17
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  - https://dblp.org/rec/conf/itqm/EgorovaK17
Lyudmila G. Egorova, Ihor Klymyuk:
Hawkes processes for forecasting currency crashes: Evidence from Russia. ITQM 2017: 1182-1188

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