Perchiazzo Andrea
Post-doctoral fellow (B)
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Modelling jumps with CARMA(p,q)-Hawkes: An application to corporate bond markets / L. Mercuri, A. Perchiazzo, E. Rroji. - In: FINANCE RESEARCH LETTERS. - ISSN 1544-6131. - 73:(2025 Mar), pp. 106563.1-106563.9. [10.1016/j.frl.2024.106563]