Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S&P500 data

2021 ◽  
Author(s):  
Iacopo Raffaelli ◽  
Simone Scotti ◽  
Giacomo Toscano
Keyword(s):  
Stochastic Volatility ◽  
Goodness Of Fit ◽  
Stochastic Volatility Models ◽  
Volatility Models ◽  
Goodness Of Fit Testing ◽  
Fit Testing

Goodness–of–Fit Test for Stochastic Volatility Models

2017 ◽  
pp. 89-104 ◽  
Author(s):  
Wenceslao González-Manteiga ◽  
Jorge Passamani Zubelli ◽  
Abelardo Monsalve-Cobis ◽  
Manuel Febrero-Bande
Keyword(s):  
Stochastic Volatility ◽  
Goodness Of Fit ◽  
Stochastic Volatility Models ◽  
Goodness Of Fit Test ◽  
Volatility Models
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