APA (7th ed.) Citation
Mucciante, L., & Sancetta, A. (Fall2024). Estimation of an Order Book Dependent Hawkes Process for Large Datasets. Journal of Financial Econometrics, 22(4), 1098-1130.
Chicago Style (17th ed.) Citation
Mucciante, Luca, and Alessio Sancetta. "Estimation of an Order Book Dependent Hawkes Process for Large Datasets." Journal of Financial Econometrics 22, no. 4 (Fall2024): 1098-1130.
MLA (9th ed.) Citation
Mucciante, Luca, and Alessio Sancetta. "Estimation of an Order Book Dependent Hawkes Process for Large Datasets." Journal of Financial Econometrics, vol. 22, no. 4, Fall2024, pp. 1098-1130.
Warning: These citations may not always be 100% accurate.