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nluckn
  • Member for 7 years, 10 months
  • Last seen more than a month ago
  • Germany
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Research assistant in the field of energy finance, like to work with high-frequency data.

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Hawkes process parameter estimation
Mar 28, 2017
question
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Heteroskedasticity tests: heavy-tailedness of squared estimated errors
Jun 2, 2020
answer
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What are the closed-form expressions for the moments of the (exponential) Hawkes process?
Mar 28, 2017
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Connecting to mysql db via ssh with python