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

<p>Stochastic volatility models have been focus for research in recent years.</p><p>One interesting and important topic has been the estimation procedure.</p><p>For a given stochastic volatility model this project aims to compare two</p><p>methods of parameter estimation.</p>

Identiferoai:union.ndltd.org:UPSALLA/oai:DiVA.org:hh-1641
Date January 2008
CreatorsIshakova, Gulmira
PublisherHalmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Högskolan i Halmstad/Sektionen för Informationsvetenskap, Data- och Elektroteknik (IDE)
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, text

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