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Modelling Microstructure Noise Using Hawkes Processes

Date Retrieved
2022/05/16
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0
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https://www.reddit.com/r/quant/comments/uqek24/modelling_microstructure_noise_using_hawkes/
Comment Count
1
Post ID
uqek24
Upvote Ratio
0.96
Author
dm13450
Date Posted
2022/05/15
Score
22
Subreddit
quant
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