Journal of Banking & Finance · 2012 · 154 citations · 22 references
BusinessData ScienceFinanceFinancial EconomicsStochastic ProcessesTime Series AnalysisFinancial ForecastingFinancial Time Series AnalysisHigh-frequency Data AnalysisHigh-frequency Financial DataHigh-frequency Time Series AnalysisVolatility Modeling
22
Peter Christoffersen · International Economic Review · 1998 · 2.7K citations
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Spectra of some self-exciting and mutually exciting point processes
Alan G. Hawkes · Biometrika · 1971 · 2.2K citations