Michael Creel

Selected Publications

Journal Article
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 […]

Michael Creel, Dennis Kristensen
7 February 2015 | Journal Article
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 […]

Michael Creel, Dennis Kristensen
12 August 2014 |
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