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 1 43 43 43 3 33 33 33
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes 0 0 26 26 1 1 25 25
The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality 0 0 1 20 0 1 3 11
Total Working Papers 1 43 70 89 4 35 61 69


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality 0 0 3 5 1 1 6 10
Total Journal Articles 0 0 3 5 1 1 6 10


Statistics updated 2021-01-03