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 | 0 | 1 | 4 | 66 |
| Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process | 0 | 1 | 1 | 13 | 0 | 2 | 3 | 32 |
| On the Directional Destabilizing Feedback Effects of Option Hedging | 0 | 0 | 1 | 3 | 1 | 4 | 8 | 18 |
| Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes | 0 | 0 | 1 | 36 | 0 | 0 | 1 | 44 |
| Semiparametric inference for impulse response functions using double/debiased machine learning | 2 | 4 | 16 | 16 | 3 | 7 | 23 | 23 |
| The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality | 0 | 0 | 0 | 24 | 0 | 1 | 4 | 21 |
| Total Working Papers | 2 | 5 | 20 | 150 | 4 | 15 | 43 | 204 |
| 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 | 1 | 2 | 0 | 0 | 1 | 8 |
| Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes | 0 | 0 | 1 | 2 | 0 | 0 | 1 | 9 |
| The endo–exo problem in high frequency financial price fluctuations and rejecting criticality | 1 | 1 | 1 | 8 | 1 | 1 | 4 | 19 |
| Total Journal Articles | 1 | 1 | 3 | 12 | 1 | 1 | 6 | 36 |
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