Access Statistics for Alexander Wehrli

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Classification of flash crashes using the Hawkes(p,q) framework	0	0	1	58	0	1	5	67
Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process	0	1	2	14	1	3	6	35
On the Directional Destabilizing Feedback Effects of Option Hedging	0	1	2	4	1	2	8	20
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes	0	0	0	36	0	0	0	44
Semiparametric inference for impulse response functions using double/debiased machine learning	0	4	20	20	1	6	29	29
The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality	0	0	0	24	0	0	3	21
Total Working Papers	0	6	25	156	3	12	51	216

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Classification of flash crashes using the Hawkes(p,q) framework	0	1	2	3	0	1	2	9
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes	0	0	0	2	0	2	2	11
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality	1	1	2	9	2	4	7	23
Total Journal Articles	1	2	4	14	2	7	11	43

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2025-08-05