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Clustering effects via Hawkes processes. (English) Zbl 1453.60100

Jiao, Ying (ed.), From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 – June 9, 2017. Singapore: Springer. Math. Lect. Peking Univ., 145-181 (2020).
MSC:  60G55 60G18 62M05
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