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Hawkes-based models for high frequency financial data.

Kaj NyströmChangyong Zhang
Published in: J. Oper. Res. Soc. (2022)
Keyphrases
  • high frequency
  • financial data
  • low frequency
  • high resolution
  • high frequencies
  • wavelet coefficients
  • subband
  • visual quality
  • discrete wavelet transform
  • frequency band
  • wavelet transform
  • stock market
  • low pass