# Performance of information criteria for selection of Hawkes process models of financial data

> Research article (Quantitative Finance, 2017) · cited 25× · AI/ML

**Wikidata**: [openalex:W2762377857](https://www.wikidata.org/wiki/openalex:W2762377857)  
**Source**: https://4ort.xyz/entity/performance-of-information-criteria-for-selection-of-hawkes-process-models-of-financial-data