Critical reflexivity in financial markets: a Hawkes process analysis

Overview of attention for article published in Journal de Physique I, October 2013

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Summary X Dimensions citations

So far, Dimensions has found 114 publications that cite this research output.

114

The most recent citing publications are shown below. View all 114 publications that cite this research output on Dimensions.

Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study

Article in PLOS ONE (April 2024)

On the universality of the volatility formation process: When machine learning and rough volatility agree

Article in Frontiers of Mathematical Finance (January 2024)

2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns: Out-of-sample comparison of conditional EVT models

Article in International Journal of Forecasting (January 2024)