What Hawkes branching ratios identify in high-frequency markets: specification uncertainty and critical slowing down in activity

Xing, Boyan

Open source

DOI
10.5281/zenodo.22774223
Published
2026
Container
Not recorded
Publisher
Zenodo
Open access
no

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BibTeX

@article{allodium:10.5281/zenodo.22774223,
  title = {What Hawkes branching ratios identify in high-frequency markets: specification uncertainty and critical slowing down in activity},
  author = {Xing, Boyan},
  year = {2026},
  doi = {10.5281/zenodo.22774223},
  url = {https://doi.org/10.5281/zenodo.22774223}
}

RIS

TY  - JOUR
TI  - What Hawkes branching ratios identify in high-frequency markets: specification uncertainty and critical slowing down in activity
AU  - Xing, Boyan
PY  - 2026
DO  - 10.5281/zenodo.22774223
UR  - https://doi.org/10.5281/zenodo.22774223
ER  - 

APA

Boyan, X. (2026). What Hawkes branching ratios identify in high-frequency markets: specification uncertainty and critical slowing down in activity. https://doi.org/10.5281/zenodo.22774223

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