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Irregularly-Spaced Financial High-Frequency Data Simulation Using Multi-Dimensional Hawkes Processes: Estimation, Prediction And Corresponding Trading Strategy

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1. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-175715

Identifer	oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:uu-175715
Date	January 2012
Creators	Zhou, Long
Publisher	Uppsala universitet, Analys och tillämpad matematik
Source Sets	DiVA Archive at Upsalla University
Language	English
Detected Language	English
Type	Student thesis, info:eu-repo/semantics/bachelorThesis, text
Format	application/pdf
Rights	info:eu-repo/semantics/openAccess
Relation	U.U.D.M. project report ; 2012:11