Cross-venue dynamics of market resiliency with Hawkes processes
Category: Finance Brown Bag Seminar
When: 21 October 2020
, 14:00
- 15:00
Where: online
Speaker: Katia Vozian (Hanken School of Economics)
Author: Loriana Pelizzon (Goethe University), Satchit Sagade (Goethe University) and Katia Vozian (Hanken School of Economics)
Title: Cross-venue dynamics of market resiliency with Hawkes processes
Abstract: TBA