Japanese Joint Statistical Meeting 2021
Sep 5 - Sep 9, 2021Held Online
Japanese Joint Statistical Meeting 2021
Sep 5 - Sep 9, 2021Held Online
[1EPM1-02]仲値の大きな変動に着目した, リミットオーダーブックの高次元 Hawkes 過程によるモデリング
〇木村 晃敏1(1. 早稲田大)
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