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 | 57 | 0 | 0 | 3 | 62 |
| Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process | 0 | 2 | 5 | 8 | 0 | 2 | 9 | 21 |
| On the Directional Destabilizing Feedback Effects of Option Hedging | 0 | 0 | 0 | 0 | 0 | 2 | 3 | 4 |
| Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes | 0 | 2 | 2 | 34 | 1 | 4 | 4 | 41 |
| The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality | 0 | 0 | 0 | 23 | 0 | 0 | 0 | 15 |
| Total Working Papers | 0 | 4 | 8 | 122 | 1 | 8 | 19 | 143 |
| 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 | 0 | 0 | 0 | 0 | 4 | 5 |
| Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 7 |
| The endo–exo problem in high frequency financial price fluctuations and rejecting criticality | 1 | 1 | 1 | 7 | 1 | 1 | 2 | 14 |
| Total Journal Articles | 1 | 1 | 1 | 7 | 1 | 1 | 6 | 26 |
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