An empirical application of stochastic volatility models

R.J. Mahieu, P.C. Schotman

Research output: Contribution to journalArticleProfessional

45 Citations (Scopus)
206 Downloads (Pure)
Original languageEnglish
Pages (from-to)333-360
Number of pages28
JournalJournal of Applied Econometrics
Volume13
Issue number4
Publication statusPublished - 1998
Externally publishedYes

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