An empirical application of stochastic volatility models

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Original language	English
Pages (from-to)	333-360
Number of pages	28
Journal	Journal of Applied Econometrics
Volume	13
Issue number	4
Publication status	Published - 1998
Externally published	Yes

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@article{a17aff4005aa41c49aa730cdac26571e,

title = "An empirical application of stochastic volatility models",

author = "R.J. Mahieu and P.C. Schotman",

note = "Pagination: 28",

year = "1998",

language = "English",

volume = "13",

pages = "333--360",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "John Wiley and Sons Ltd",

number = "4",

}