On the use of Quasi-Maximum Likelihood Estimation and Indirect Method for Stochastic Volatility models 2008 (English)Independent thesis Advanced level (degree of Master (One Year))Student thesis

Abstract [en]

Stochastic volatility models have been focus for research in recent years.

One interesting and important topic has been the estimation procedure.

For a given stochastic volatility model this project aims to compare two

methods of parameter estimation.

Place, publisher, year, edition, pages

Högskolan i Halmstad/Sektionen för Informationsvetenskap, Data- och Elektroteknik (IDE) , 2008.

Keywords [en]

QMLE, Indirect Method

Identifiers

URN: urn:nbn:se:hh:diva-1641Local ID: 2082/2022OAI: oai:DiVA.org:hh-1641DiVA, id: diva2:238859

Presentation

(English)

Uppsok

Physics, Chemistry, Mathematics

Available from: 2008-06-25 Created: 2008-06-25 Last updated: 2025-10-01

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School of Information Science, Computer and Electrical Engineering (IDE)

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