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.
Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:hh-1641 |
Date | January 2008 |
Creators | Ishakova, Gulmira |
Publisher | Högskolan i Halmstad, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE), Högskolan i Halmstad/Sektionen för Informationsvetenskap, Data- och Elektroteknik (IDE) |
Source Sets | DiVA Archive at Upsalla University |
Language | English |
Detected Language | English |
Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
Format | application/pdf |
Rights | info:eu-repo/semantics/openAccess |
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