Alan G. Hawkes

Applied Mathematics · 2018

A researcher in the Science corpus: 1 paper; trusts 15 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Alan G. Hawkes trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Matthias Kirchner
  2. V. Chavez‐Demoulin
  3. Emmanuel Bacry
  4. Yacine Aït-Sahalia
  5. Thibault Jaisson
  6. M. Rambaldi
  7. Thomas R. Hurd
  8. Clive G. Bowsher
  9. A. C. Davison
  10. Alexander J. McNeil

Who trusts Alan G. Hawkes overall

  1. Fotios Petropoulos

Papers from Alan G. Hawkes's perspective

Ordered by how strongly the researchers Alan G. Hawkes trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Estimating value-at-risk: a point process approach
  2. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
  3. Modelling microstructure noise with mutually exciting point processes
  4. Limit theorems for nearly unstable Hawkes processes
  5. An Introduction To The Theory Of Point Processes
  6. High-frequency financial data modeling using Hawkes processes
  7. Hawkes Processes in Finance
  8. Modeling financial contagion using mutually exciting jump processes
  9. Affine Point Processes and Portfolio Credit Risk (SIAM Journal on Financial Mathematics)
  10. An estimation procedure for the Hawkes process

Their papers