Access Statistics for Alexander Wehrli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 57 0 0 3 62
Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process 0 2 5 8 0 2 9 21
On the Directional Destabilizing Feedback Effects of Option Hedging 0 0 0 0 0 2 3 4
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes 0 2 2 34 1 4 4 41
The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality 0 0 0 23 0 0 0 15
Total Working Papers 0 4 8 122 1 8 19 143


Journal Article File Downloads Abstract Views
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 0 0 0 0 4 5
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes 0 0 0 0 0 0 0 7
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality 1 1 1 7 1 1 2 14
Total Journal Articles 1 1 1 7 1 1 6 26


Statistics updated 2023-06-05