| Clements, AE and Hurn, AS and Lindsay, KA and Volkov, V, “Estimating a non-parametric memory kernel for mutually-exciting point processes”, Journal of Financial Econometrics pp. 1-32. ISSN 1479-8409 (2022) [Refereed Article] |
| Data Type | Value |
|---|
| Type of Research | Pure Basic Research |
| Research Division | Economics |
| Research Group | Applied economics |
| Research Field | Financial economics |
| Research Objective Division | Economic Framework |
| Research Objective Group | Macroeconomics |
| Research Objective Field | Savings and investments |
| Visit Item on eCite | http://ecite.utas.edu.au/148127 |
| Digital Object Identifier | doi:10.1093/jjfinec/nbac022 |
| Web of Science® Source URL | View the full record on Web of Science® |
| Web of Science® Related URL | View the list of related articles on Web of Science® |
