Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
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2007 ◽
Vol 141
(2)
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pp. 876-912
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1986 ◽
Vol 22
(4)
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pp. 531-542
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1986 ◽
Vol 15
(2)
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pp. 190-207
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1978 ◽
Vol 7
(2)
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pp. 193-217
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1980 ◽
Vol 9
(2)
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pp. 73-91
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1987 ◽
Vol 92
(D8)
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pp. 9645
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