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	0	1	58	1	2	4	66
Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process	1	1	3	13	1	2	7	31
On the Directional Destabilizing Feedback Effects of Option Hedging	0	1	1	3	1	3	7	15
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes	0	0	1	36	0	0	2	44
Semiparametric inference for impulse response functions using double/debiased machine learning	2	14	14	14	3	15	19	19
The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality	0	0	0	24	1	2	4	21
Total Working Papers	3	16	20	148	7	24	43	196

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	1	2	0	1	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	0	0	0	7	0	2	3	18
Total Journal Articles	0	1	2	11	0	3	5	35

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Statistics updated 2025-03-03