An Application of the ECF Method and Numerical Integration in Estimation of the Stochastic Volatility Models

Milovanović Gradimir V; Popović Biljana Č; Stojanović, Vladica

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Title:	An Application of the ECF Method and Numerical Integration in Estimation of the Stochastic Volatility Models
Authors:	Milovanović Gradimir V; Popović Biljana Č; Stojanović, Vladica
Issue Date:	2014
Publication:	Facta Universitatis: Series Mathematics and Informatics
ISSN:	0352-9665 Facta Universitatis: Series Mathematics and Informatics Search Idenfier
Publisher:	University of Niš
Type:	Article
Collation:	vol. 29 br. 3 str. 295-312
URI:	https://enauka.gov.rs/handle/123456789/122517
URL:	http://casopisi.junis.ni.ac.rs/index.php/FUMathInf/article/view/414
Metadata source:	Migrirano iz RIS podataka
M-category:	51M51

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