Karim Moussa, PhD
Karim Moussa, PhD
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Welcome to my website.
My research focuses on:
time series analysis, particularly state space models;
quantitative finance, including financial econometrics and option pricing.
This site contains information about my research, teaching, and professional background.
Updates
26 July 2026: The paper Real-Time Smoothing by Extremum Monte Carlo Methods (with Simon Godsill) has been accepted for publication in the IEEE Transactions on Signal Processing.
21 July 2026: The paper On the Correlations in Linearized Multivariate Stochastic Volatility Models has been published in Quantitative Finance and is now available online.
13 July 2026: The revised working paper Markov-Switching Multifractal Models for High-Frequency Trade Counts (with Zhamilya Mussayeva) is now available online.
11 June 2026: The paper On the Correlations in Linearized Multivariate Stochastic Volatility Models has been accepted for publication in Quantitative Finance.
20-22 May 2026: Presented Simulation-Based Likelihood Estimation for State Space Models with Application to Stochastic Volatility Processes (work in progress, with Siem Jan Koopman) at the Conference on Score-Driven Models and Nonlinear Time Series Models in Venice, and the Netherlands Econometrics Study Group (NESG) in Tilburg.
Contact
k.moussa.science@proton.me
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