Blar i Discussion Papers på emneord "Financial markets"
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Determinants of long-term interest rates in the Scandinavian countries
(Discussion Papers;No. 469, Working paper, 2006)Abstract: The financial markets in a small open economy like the Scandinavian countries are influenced by international economic developments, especially in their major trading partners. This paper investigates to which ... -
Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes
(Discussion Papers;601, Working paper, 2009)This paper 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. Our approach uses indirect inference ...