@TechReport{economics.dp.2011-32,
 author = {Muni Toke, Ioane and Pomponio, Fabrizio},
 title = {Modelling Trades-Through in a Limited Order Book Using Hawkes Processes},
 type = {Economics Discussion Paper},
 institution = {Kiel Institute for the World Economy},
 year = {2011},
 number = {2011-32},
 url = {http://www.economics-ejournal.org/economics/discussionpapers/2011-32}
}