Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method
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Volume (Year): 44 (2002)
Issue (Month): 3 (09)
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- Stojanović, Vladica S. & Popović, Biljana Č. & Milovanović, Gradimir V., 2016. "The Split-SV model," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 560-581.
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