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MR2865638 60G55 (60J80 62M05 62P05 91G70)
Embrechts, Paul; Liniger, Thomas; Lin, Lu Multivariate Hawkes processes: an application to financial data. J. Appl. Probab. 48A (2011), New frontiers in applied probability: a Festschrift for Søren Asmussen, 367–378. ISBN: 0-902016-08-3
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