Research output per year
Research output per year
Personal profile
Education/Academic qualification
Physics, Master of Physics, University of Bath
Sep 2015 → Jul 2019
Award Date: 11 Jul 2019
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Dive into the research topics where Matthew Tomlinson is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
- 2 Article
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2T-POT Hawkes model for dynamic left- and right-tail quantile forecasts of financial returns: out-of-sample validation of self-exciting extremes versus conditional volatility
Tomlinson, M. F., Greenwood, D. & Mucha-Kruczynski, M., 2 Feb 2022, (Submitted) In: International Journal of Forecasting.Research output: Contribution to journal › Article
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Asymmetric excitation of left- and right-tail extreme events probed using a Hawkes model: Application to financial returns
Tomlinson, M. F., Greenwood, D. & Mucha-Kruczynski, M., 10 Aug 2021, In: Physical Review E. 104, 2, 14 p., 024112.Research output: Contribution to journal › Article › peer-review
Open AccessFile13 Downloads (Pure)