@misc{oxenhorn2022multivariate,
  title={A Multivariate Hawkes Process Model for Stablecoin-Cryptocurrency Depegging Event Dynamics},
  author={Connor Oxenhorn},
  year={2022},
  eprint={2205.06338},
  archivePrefix={arXiv},
  primaryClass={q-fin.ST},
  url={https://arxiv.org/abs/2205.06338}
}