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Self-exciting events, volatility clustering, and order-book dynamics.
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Step 1
Course overview
Step 2
Hawkes Processes: Self-Exciting Events
Step 3
LockedHawkes-Driven Jump Diffusion & Volatility Clustering
Step 4
LockedAdaptive practice
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1 lesson · 8 min · 1 free / 0 Pro
Unlock Hawkes Processes & Market Microstructure
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2 lessons · 16 min · 0 free / 2 Pro
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