Indirect inference methods for stochastic volatility models
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.
Arvid Raknerud, Statistics Norway, Research Department. E-mail: firstname.lastname@example.org Øivind Skare, Norwegian Institute of Public Health and University of Bergen, Department of Public Health and Primary Health Care. E-mail: email@example.com
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