%0 Journal Article
%T Inference methods for stochastic volatility models
%A M. Cavicchioli
%J International Mathematical Forum
%D 2013
%I 
%X In the present paper we consider estimation procedures for stationaryStochastic Volatility models, making inferences about the latent volatilityof the process. We show that a sequence of generalized least squaresregressions enables us to determine the estimates. Finally, we makeinferences iteratively by using the Kalman Filter algorithm.
%K Stochastic Volatility
%K Generalized Least Squares
%K Kalman Filter
%U http://www.m-hikari.com/imf/imf-2013/5-8-2013/cavicchioliIMF5-8-2013.pdf