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American Physical Society, Physical Review E, 2(104), 2021

DOI: 10.1103/physreve.104.024112

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Asymmetric excitation of left- and right-tail extreme events probed using a Hawkes model: Application to financial returns

Journal article published in 2021 by Matthew F. Tomlinson ORCID, David Greenwood, Marcin Mucha-Kruczyński ORCID
This paper was not found in any repository, but could be made available legally by the author.
This paper was not found in any repository, but could be made available legally by the author.

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