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Our data says that the document:

Byoung, Ki ; Kyungsub, Lee ; Kyungsub, Lee. (2017) Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data.
In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:154-183.

Full description at Econpapers

cites:

Hawkes, A.G. ; Oakes, D. A cluster process representation of a self-exciting process. 1974 J. Appl. Probab.. 493-503

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