High-frequency Data Modeling using Hawkes Processes
Valerie Chavez Demoulin (HEC Lausanne, Switzerland)
- Seminars Econometric Institute
Valerie Chavez Demoulin (HEC Lausanne, Switzerland)
Tomasz Strzalecki (Harvard University, United States)
Max van Lent (ESE, Erasmus University Rotterdam, the Netherlands)
Giorgio Sertsios (Universidad de los Andes, Chile)
Jeffrey Wurgler (New York University, United States)
Christian Bogmans (VU University Amsterdam)
Samuli Knüpfer (London Business School, United Kingdom)
Kris de Jaegher (Utrecht University, the Netherlands)
Subhasish Modak Chowdhury (University of East Anglia UEA, United Kingdom)
Sait Ozturk (ESE, EUR)
Erik Kole (ESE, EUR)
Roman Sheremeta (Chapman University, United States)
Thorsten Beck (City University London, United Kingdom)
Tobias Klein (Tilburg University, the Netherlands)
Ola Kvaloy (University of Stavanger, Norway)
Sander Renes (Erasmus School of Economics, EUR)
Konrad Raff (VU University, Amsterdam, the Netherlands)
Xiaoyan Zhang (Purdue University, United States)
Justin Tumlinson (University of Munich, Germany)
Ernesto Dal Bo (Berkeley University of California, United States)