Carl Graham

Applied Mathematics · 2000–2018

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Carl Graham trusts overall

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

  1. Sylvain Delattre
  2. Emmanuel Bacry

Papers from Carl Graham's perspective

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

  1. Rate of convergence to equilibrium of marked Hawkes processes (Journal of Applied Probability)
  2. Some limit theorems for Hawkes processes and application to financial statistics
  3. HAWKES PROCESSES ON LARGE NETWORKS
  4. Modelling microstructure noise with mutually exciting point processes
  5. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
  6. Theory Of Financial Risk And Derivative Pricing
  7. How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
  8. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  9. Asymptotic equivalence for inference on the volatility from noisy observations
  10. Stochastic Declustering of Space-Time Earthquake Occurrences

Their papers