Journal of the Japan Statistical Society, Japanese Issue
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
Articles
Causality Analysis of Financial Markets by Using the Multivariate Hawkes Type Models
Naoto Kunitomo, Ayao Ehara, Daisuke Kurisu
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2017 Volume 46 Issue 2 Pages 137-171

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[in Japanese]
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© 2017 Japan Statistical Society
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