topic Stochastic Volatility in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Stochastic-Volatility/m-p/143921#M923 <HTML><HEAD></HEAD><BODY><P>Hi</P><P></P><P>Can someone help me with calculating Stochastic Volatility (of stocks and options) using SAS please? I am new to SAS and I am trying to use Heston model, White-Hull model or any other suitable model but have no idea how to do this in SAS. Any help, any codes, any tips, any warnings are all welcome. I am using FTSE data at the moment. Thank you in advance.</P><P></P><P>Seer</P></BODY></HTML> Sun, 04 May 2014 13:47:53 GMT Seer_Hassa 2014-05-04T13:47:53Z Stochastic Volatility https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Stochastic-Volatility/m-p/143921#M923 <HTML><HEAD></HEAD><BODY><P>Hi</P><P></P><P>Can someone help me with calculating Stochastic Volatility (of stocks and options) using SAS please? I am new to SAS and I am trying to use Heston model, White-Hull model or any other suitable model but have no idea how to do this in SAS. Any help, any codes, any tips, any warnings are all welcome. I am using FTSE data at the moment. Thank you in advance.</P><P></P><P>Seer</P></BODY></HTML> Sun, 04 May 2014 13:47:53 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Stochastic-Volatility/m-p/143921#M923 Seer_Hassa 2014-05-04T13:47:53Z Re: Stochastic Volatility https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Stochastic-Volatility/m-p/143922#M924 <HTML><HEAD></HEAD><BODY><P>These <A href="http://support.sas.com/dsearch?Find=Search&amp;ct=&amp;qt=%22Stochastic+Volatility%22&amp;col=suppprd&amp;nh=25&amp;qp=&amp;qc=suppsas&amp;ws=1&amp;qm=1&amp;st=1&amp;lk=1&amp;rf=0&amp;oq=&amp;rq=0">search results from support.sas.com</A> may help you narrow your question or even present the answer.</P></BODY></HTML> Thu, 08 May 2014 14:28:48 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Stochastic-Volatility/m-p/143922#M924 reneeharper 2014-05-08T14:28:48Z