Giacomo Toscano

Orcid: 0000-0002-1987-6470

According to our database¹, Giacomo Toscano authored at least 2 papers in 2024.

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2024

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

[DOI]

Ann. Oper. Res., May, 2024

The Fourier-Malliavin Volatility (FMVol) MATLAB® library.

[DOI]

Math. Comput. Simul., 2024