QMSLV: a gretl package for quasi maximum likelihood estimation of stochastic volatility models

Keyphrases

• Volatility 100%
• Stochastic Volatility Model 100%
• Gretl 100%
• Quasi-maximum Likelihood Estimation 100%
• Quasi-Maximum Likelihood Method 22%
• Challenging Tasks 11%
• Random Walk 11%
• Generalized Autoregressive Conditional Heteroscedasticity (GARCH) 11%
• Random Component 11%
• Asymmetric Volatility 11%
• Model Estimation 11%
• EGARCH Model 11%
• Volatility Modelling 11%
• Univariate GARCH 11%
• Threshold GARCH 11%

Mathematics

• Stochastic Volatility Model 100%
• Maximum Likelihood 100%
• GARCH Model 66%
• Maximum Likelihood Method 66%
• Asymmetric 33%
• Random Walk 33%
• Random Component 33%

Medicine and Dentistry

• Maximum Likelihood Method 100%