Citations of Journalarticle 2012-22

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  1. Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani, Fulvio Corsi, Stefano Marmi, and Fabrizio Lillo (2013)
    Modelling systemic price cojumps with Hawkes factor models
    View this paper at: RePEc | Citec

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