Karim Moussa, PhD

Updates

• 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.