Self-exciting jump processes with applications to energy markets Heidar Eyjolfsson Dag Bjarne Tjøstheim Publication details Journal: Annals of the Institute of Statistical Mathematics, p. 373–393, Friday 6. January 2017 Publisher: Springer Science+Business Media B.V. Link: DOI: doi.org/10.1007/s10463-016-0591-8 You are here: Home Publications Scientific article Self-exciting jump processes with applications to energy markets