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 58 1 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 2 5 34
On the Directional Destabilizing Feedback Effects of Option Hedging 0 1 2 4 0 2 7 19
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 1 6 20 20 2 8 28 28
The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality 0 0 0 24 0 0 3 21
Total Working Papers 1 8 25 156 4 13 48 213


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 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 0 1 1 8 0 3 5 21
Total Journal Articles 0 2 3 13 0 6 9 41


Statistics updated 2025-07-04