Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data (Q6549590)
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scientific article; zbMATH DE number 7859334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data |
scientific article; zbMATH DE number 7859334 |
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Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data (English)
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4 June 2024
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stochastic volatility models
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Hawkes processes
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maximum likelihood estimation
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goodness-of-fit testing
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