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Iacopo Raffaelli
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 1
Top Topics
Chi Square
Missing Data
Bayesian Framework
Markov Chain
Top Venues
Ann. Oper. Res.
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Publications
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Iacopo Raffaelli
,
Simone Scotti
,
Giacomo Toscano
Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data.
Ann. Oper. Res.
336 (1-2) (2024)