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Learn about the Hawkes process in R with data from the DJIA 30 stock time series (2018) /

This dataset is designed for teaching the Hawkes process. The dataset is a subset of data derived from the 2018 DJIA 30 Stock Time Series dataset, and the example examines the time series of daily closing price of the stock MMM from 2006 to 2017. The dataset file is accompanied by a Teaching Guide,...

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Bibliographic Details
Main Author:	Shi, Feng, active 2019 (Author)
Format:	eBook
Language:	English
Published:	London : SAGE Publications Ltd., 2019.
Subjects:	Point processes > Study and teaching. R (Computer program language) Time-series analysis. Processus ponctuels > Étude et enseignement. R (Langage de programmation) Série chronologique. Time-series analysis
Online Access:	Connect to the full text of this electronic book

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