Iacopo Raffaelli

From MaRDI portal
Person:6549589



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data
Annals of Operations Research
2024-06-04Paper


Research outcomes over time


This page was built for person: Iacopo Raffaelli