An application of the ECF method and numerical integration in estimation of the stochastic volatility models
G.V. Milovanović
B.Č. Popović
V.S. Stojanović
Facta Univ. Ser. Math. Inform.
Facta Universitatis, Series: Mathematics and Informatics, University of Niš, Univerzitetski trg 2, Niš, 18104, Serbia
2014
29
295 – 312