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Published 20 hours ago • verified publisher icon MarcosCarreira
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Hawkes with Latency

Hawkes-With-Latency

Code and data for the paper "Exponential Kernels with Latency in Hawkes Processes: Applications in Finance"

By Marcos Costa Santos Carreira

Jan-2021

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verified publisher icon MarcosCarreira

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Hawkes with Latency

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