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	1	1	59	2	11	14	79
Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process	0	0	2	14	0	1	8	38
On the Directional Destabilizing Feedback Effects of Option Hedging	0	1	2	5	3	5	11	25
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes	0	0	0	36	3	3	3	47
Semiparametric inference for impulse response functions using double/debiased machine learning	0	4	12	24	4	16	35	51
The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality	0	1	1	25	3	9	12	32
Total Working Papers	0	7	18	163	15	45	83	272

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	4	1	6	7	15
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes	0	1	1	3	3	5	7	16
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality	0	0	2	9	1	3	8	26
Total Journal Articles	0	2	5	16	5	14	22	57

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Statistics updated 2026-02-12