[2604.23961] Extended State-dependent Hawkes Process for Limit Order Books: Mathematical Foundation and the Reproduction of Volatility Signature Plots
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Abstract page for arXiv paper 2604.23961: Extended State-dependent Hawkes Process for Limit Order Books: Mathematical Foundation and the Reproduction of Volatil...
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Abstract page for arXiv paper 2604.23961: Extended State-dependent Hawkes Process for Limit Order Books: Mathematical Foundation and the Reproduction of Volatil...
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