Uses of Class
com.quantfinlib.microstructure.HawkesIntensity
Packages that use HawkesIntensity
Package
Description
Market microstructure analytics: impact, liquidity, order-flow signals
and intraday curves.
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Uses of HawkesIntensity in com.quantfinlib.microstructure
Methods in com.quantfinlib.microstructure that return HawkesIntensityModifier and TypeMethodDescriptionHawkesIntensity.Fit.toModel()A streaming model with the fitted parameters.