This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While

Modelling and Prediction Honoring Seymour Geisser contains the refereed proceedings of the Conference on Forecasting, Prediction, and Modelling held at National

In this thesis, we propose a generalized Heston model as a tool to estimate volatility. We have used Approximate Bayesian Computing to estimate the parameters o