118779
118779
forskning
2010-01-21T08:00:00.000Z
en

Indirect inference methods for stochastic volatility models

Published:

A Discussion Paper by Arvid Raknerud and Øivind Skare aims to develop new methods for statistical inference in a class of stochastic volatility models for financial data based on non-Gaussian Ornstein-Uhlenbeck (OU) processes.

Address:

Arvid Raknerud, Statistics Norway, Research Department. E-mail: rak@ssb.no Øivind Skare, Norwegian Institute of Public Health and University of Bergen, Department of Public Health and Primary Health Care. E-mail: oivind.skare@medisin.uio.no

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