@article{multivariatequadratichawkesprocessespart,
  title = {Multivariate Quadratic Hawkes Processes -- Part I: Theoretical Analysis},
  author = {Cécilia Aubrun and Michael Benzaquen and Jean-Philippe Bouchaud},
  year = {2022},
  eprint = {2206.10419},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2206.10419v3},
}