Michael Creel
Selected Publications
ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models
We develop novel methods for estimation and filtering of continuous-time models with stochastic volatility and jumps […]
ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models
We develop novel methods for estimation and filtering of continuous-time models with stochastic volatility and jumps […]