Nyström, K., & Zhang, C. (2021). Hawkes-based models for high frequency financial data. Springer Nature.
Chicago Style (17th ed.) CitationNyström, Kaj, and Changyong Zhang. Hawkes-based Models for High Frequency Financial Data. Springer Nature, 2021.
MLA (9th ed.) CitationNyström, Kaj, and Changyong Zhang. Hawkes-based Models for High Frequency Financial Data. Springer Nature, 2021.
Warning: These citations may not always be 100% accurate.