학술논문
Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data
Document Type
Article
Author
Source
In: Annals of Operations Research . (Annals of Operations Research, May 2024, 336(1-2):27-45)
Subject
Language
English
ISSN
15729338
02545330
02545330