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Critical reflexivity in financial markets: a Hawkes process analysis
Hardiman, Stephen J., Bercot, Nicolas, Bouchaud, Jean-PhilippeVolume:
86
Langue:
english
Journal:
The European Physical Journal B
DOI:
10.1140/epjb/e2013-40107-3
Date:
October, 2013
Fichier:
PDF, 337 KB
english, 2013