Identifying and Predicting Financial Earthquakes Using Hawkes Processes

Francine Gresnigt

Research output: Types of Thesis › Doctoral Thesis › Internal

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Original language	English
Awarding Institution	Erasmus University Rotterdam
Supervisors/Advisors	Franses, Philip Hans, Supervisor Kole, Erik, Co-supervisor
Award date	20 Feb 2020
Publisher	Erasmus Universiteit Rotterdam (EUR)
Print ISBNs	9789036105750
Publication status	Published - 20 Feb 2020

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PhD supervision (co-promotor) Francine Gresnigt
Kole, E. (Examiner)
2012 → 20 Feb 2020
Activity: PhD Examination › Examination › Academic

@phdthesis{3c38de4e956e4888a71b41c7f47d0b92,

title = "Identifying and Predicting Financial Earthquakes Using Hawkes Processes",

author = "Francine Gresnigt",

year = "2020",

month = feb,

day = "20",

language = "English",

isbn = "9789036105750",

publisher = "Erasmus Universiteit Rotterdam (EUR)",

school = "Erasmus University Rotterdam",

}