Large scale social events that involve violence may have dramatic political, economic and social consequences. These events may result in higher crime rates, spreading of infectious diseases, economic crises, and even in migration phenomena (e.g., refugees across borders or internally displaced people). Hence, researchers have started using mobile phone data for developing tools to identify such emergency events in real time. In our paper, we apply a stochastic model, namely a Markov modulated Poisson process, for spatio-temporal detection of hourly and daily behavioral anomalies. We use the call volumes collected from an entire geographic region. Our work is based on the assumption that people tend to make calls when extraordinary events take place. We validate our methodology using a dataset of mobile phone records and events (emergency and non-emergency) from the Republic of Cote d'Ivoire. Our results show that we can successfully capture anomalous calling patterns associated with violent events, riots, as well as social non-emergency events such as holidays, sports events. Moreover, call volume changes also show significant temporal and spatial differences depending on the type of an event. Our results provide insights for the long-term goal of developing a real-time event detection system based on mobile phone data.