There is no historical parallel between any of the characters of the Purim story except King Achashvairosh (Xerxes, reigned 485 - 464 BCE).
Historically, Achashvairosh's wife was Amastris, daughter of a Persian general - not Jewish.
Mordechai is not a Jewish name, but it's very similar to Marduk the head of the Babylonian pantheon.
Esther is also not a Jewish name, but it is Aramaic for Ishtar, a goddess in the Babylon pantheon and also cousins with Marduk (as Esther is cousins with Mordechai). Hadassah, Esther's original name, is also similar to the Babylonian word for "bride" which was also a reference used to denote Ishtar.
Haman is also the name of the chief Elamite god and Vashti may be close to Mashti an Elamite goddess.
The similarity in names may mean something - then again it may not. Some scholars say that the Purim story is actually a Judaized version of the mythological tale of how the Persian gods conquered the Elamite gods as the Persian Empire rose.
Also, take a look at Esther 2:5-6 - "5Now in Shushan the palace there was a certain Jew, whose name was Mordecai, the son of Jair, the son of Shimei, the son of Kish, a Benjamite;
6Who had been carried away from Jerusalem with the captivity which had been carried away with Jeconiah king of Judah, whom Nebuchadnezzar the king of Babylon had carried away."
The Babylonian exile of King Jeconiah occurred in 597 BCE. As I've stated above, the reign of King Xerxes of Persia didn't begin until 485 BCE. That means, that if we assume (generously) that Mordechai was an infant at the time of the exile, he would have to be 111 years old at the start of Xerxes' rule.
Now take a look at this: Ester 2:16 - "16So Esther was taken unto king Ahasuerus into his house royal in the tenth month, which is the month Tebeth, in the seventh year of his reign."
Seven years into the reign, Mordechai is now 118 years old. Not entirely impossible, but really stretching the plausibility of the tale. But if Mordechai was 118 and Esther was his cousin, she couldn't have been much younger than he! How could the Megilla refer to her as a "na'arah" young woman (2:8-9)? And how likely is it that the king would find a hundred year old lady so desirable?
Take all that plus the very unlikely aspects of a king allowing armed conflicts between his subjects - which of course is never found in any historical records, or the rise of a Jew to Prime Minister within a Persian court, and the fanciful descriptions of months-long banquets lend to the conclusion that Megillat Esther is primarily a book of fiction.