Items where Author is "Treccani, M."
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Bormetti, G., Calcagnile, L. M., Treccani, M. , Corsi, F., Marmi, S. & Lillo, F (2015). Modelling systemic price cojumps with Hawkes factor models. Quantitative Finance, 15(7), pp. 1137-1156. doi: 10.1080/14697688.2014.996586