An empirical application of stochastic volatility models

R.J. Mahieu, P.C. Schotman

Research output: Contribution to journalArticleProfessional

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

Cite this

Mahieu, R. J., & Schotman, P. C. (1998). An empirical application of stochastic volatility models. Journal of Applied Econometrics, 13(4), 333-360.