<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>
| Identifer | oai:union.ndltd.org:UPSALLA/oai:DiVA.org:hh-1641 |
| Date | January 2008 |
| Creators | Ishakova, Gulmira |
| Publisher | Halmstad University, School of Information Science, Computer and Electrical Engineering (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, text |
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