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Mehdi Lallouache · Study

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Mehdi Lallouache

1 works· latest 2015· 1 institutionscluster: provisional

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Citations45

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The limits of statistical significance of Hawkes processes fitted to financial data2015 · 45 citations

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The limits of statistical significance of Hawkes processes fitted to financial data

Quantitative Finance·2015·2 authors·Open access

45citations