Concepedia

Thomas Liniger

TL

Statistics

Publications

2

Citations

419

H-Index

2

Active since

2011

Affiliations

Swiss Finance Institute(Current)

ETH Zurich

Thomas Liniger is an author at Swiss Finance Institute specializing in point process dependence, point process analysis, and time series forecasting.

Publications per year

2011–2011

2

Publications

2

Multivariate Hawkes processes: an application to financial data

Paul Embrechts, Thomas Liniger, Lu Lin · Journal of Applied Probability · 2011 · 277 citations · Full text

, , +16

Multivariate Hawkes processes: an application to financial data

Paul Embrechts, Thomas Liniger, Lu Lin · Journal of Applied Probability · 2011 · 142 citations

, , +16

1–2 of 2