The Fourier-Malliavin Volatility (FMVol) MATLAB® library. - Simona Sanfelici; Giacomo Toscano (Math. Comput. Simul., 2024)

Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data. - Iacopo Raffaelli; Simone Scotti; Giacomo Toscano (Ann. Oper. Res., 2024)