Identifying and Predicting Financial Earthquakes Using Hawkes Processes

Francine Gresnigt

Research output: Types of ThesisDoctoral ThesisInternal

Original languageEnglish
Awarding Institution
  • Erasmus University Rotterdam
Supervisors/Advisors
  • Franses, Philip Hans, Supervisor
  • Kole, Erik, Co-supervisor
Award date20 Feb 2020
Publisher
Print ISBNs9789036105750
Publication statusPublished - 20 Feb 2020

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