Generating functions and stability study of multivariate self-excited epidemic processes
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Volume (Year): 83 (2011)
Issue (Month): 2 (September)
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- Yacine Aït-Sahalia & Julio Cacho-Diaz & Roger J.A. Laeven, 2010. "Modeling Financial Contagion Using Mutually Exciting Jump Processes," NBER Working Papers 15850, National Bureau of Economic Research, Inc.
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