Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions

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Option Valuation with Observable Volatility and Jump Dynamics (2015, background): “More recently, Kaeck and Alexander (2012) assume a multiplicative autoregressive error structure when estimating stochastic volatility models and Kanniainen, Lin, and Yang (2014) assume additive autoregressive errors when estimating GARCH models.”