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Title: Hawkes processes in finance: market structure and impact
Award ID(s):
2113906
NSF-PAR ID:
10336072
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
The European Journal of Finance
Volume:
28
Issue:
7
ISSN:
1351-847X
Page Range / eLocation ID:
621 to 626
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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