Introduction

Patrick J. Laub, Young Lee and Thomas Taimre
Additional contact information
Patrick J. Laub: University of Melbourne, Faculty of Business and Economics
Young Lee: Harvard University, Faculty of Arts and Sciences
Thomas Taimre: The University of Queensland, School of Mathematics and Physics

Chapter Chapter 1 in The Elements of Hawkes Processes, 2021, pp 1-3 from Springer

Abstract: Abstract What do the occurrences of earthquakes, gang violence, trade orders, and bank defaults have in common? They all exhibit ‘self-exciting’ behaviour: an earthquake usually creates aftershocks in the region; a fight between rival gangs can ignite a spate of criminal retaliations; selling a significant quantity of a stock could precipitate a trading flurry or, on a larger scale, the collapse of a Wall Street investment bank could send shockwaves through the world’s financial centres.

Date: 2021
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DOI: 10.1007/978-3-030-84639-8_1

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