Multivariate self-exciting jump processes with applications to financial data Heidar Eyjolfsson Dag Bjarne Tjøstheim Publication details Journal: Bernoulli, p. 2167–2191–24, 2023 Link: DOI: doi.org/10.3150/22-BEJ1537 Dag Bjarne Tjøstheim Professor II You are here: Home Publications Scientific article Multivariate self-exciting jump processes with applications to financial data