Editors’ foreword
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DOI: 10.1080/14697688.2018.1404804
Abstract: Since the invention of Hawkes processes in the early 1970s many researchers, including the pioneer seismologists, have studied applications over a very wide range of topics. However, these stochastic processes with a substantial modelling advantage… read more here.
Keywords: issue; mutually exciting; finance; process ... See more keywords