Jonathan Chavez-Casillas

Identifiers

No identifiers captured yet.

Papers (1)

1. Compound Hawkes Processes in Limit Order Books q-fin.MF · 2017 · author #4

Mentions

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Frequent Coauthors

• Anatoliy Swishchuk 1 shared papers
• Bruno Remillard 1 shared papers
• Robert Elliott 1 shared papers