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 |
Page generated in 0.0018 seconds