Hawkes processes in finance: Market structure and impact

Jing Chen^*, Nick J Taylor, Steve Yang, Qian Han

^*Corresponding author for this work

Research output: Contribution to journal › Review article (Academic Journal) › peer-review

2 Citations (Scopus)

Access to Document

@article{4508e50695db46f295bd41394c47f19c,

title = "Hawkes processes in finance: Market structure and impact",

author = "Jing Chen and Taylor, {Nick J} and Steve Yang and Qian Han",

year = "2022",

month = jun,

day = "2",

doi = "10.1080/1351847X.2022.2060755",

language = "English",

volume = "28",

pages = "621--626",

journal = "European Journal of Finance",

issn = "1351-847X",

publisher = "Routledge",

number = "7",

}

TY - JOUR

T1 - Hawkes processes in finance

T2 - Market structure and impact

AU - Chen, Jing

AU - Taylor, Nick J

AU - Yang, Steve

AU - Han, Qian

PY - 2022/6/2

Y1 - 2022/6/2

U2 - 10.1080/1351847X.2022.2060755

DO - 10.1080/1351847X.2022.2060755

M3 - Review article (Academic Journal)

SN - 1351-847X

VL - 28

SP - 621

EP - 626

JO - European Journal of Finance

JF - European Journal of Finance

IS - 7

ER -