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On the use of Quasi-Maximum Likelihood Estimation and Indirect Method for Stochastic Volatility models

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.

Identiferoai:union.ndltd.org:UPSALLA1/oai:DiVA.org:hh-1641
Date January 2008
CreatorsIshakova, Gulmira
PublisherHögskolan i Halmstad, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE), Högskolan i Halmstad/Sektionen för Informationsvetenskap, Data- och Elektroteknik (IDE)
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, info:eu-repo/semantics/bachelorThesis, text
Formatapplication/pdf
Rightsinfo:eu-repo/semantics/openAccess

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