The paper Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility by Ulrich Horst, Wei Xu and Rouyi Zhang is now available for download.
The paper Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility by Ulrich Horst, Wei Xu and Rouyi Zhang is now available for download.