Cecilia Aubrun

Polytech'Savoie

BP 80439

74944 ANNECY LE VIEUX Cedex

France

SCHOLARLY PAPERS

2

DOWNLOADS

65

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Multivariate Quadratic Hawkes Processes – Part I: Theoretical Analysis

Number of pages: 22 Posted: 06 Jul 2022
Polytech'Savoie, Capital Fund ManagementEcole Polytechnique, Palaiseau and Université Paris VI Pierre et Marie Curie - College de France
Downloads 44 (580,391)

Abstract:

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2.

On Hawkes Processes with Infinite Mean Intensity

Number of pages: 5 Posted: 09 Feb 2022
Polytech'Savoie, Capital Fund ManagementEcole Polytechnique, Palaiseau and Université Paris VI Pierre et Marie Curie - College de France
Downloads 21 (730,642)

Abstract:

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Hawkes processes, Endogeneity ratio, Stationarity, QHawkes, ZHawkes