Stocahstic volatility in mean model

S.J.M. Koopman, E.H. Uspensky

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	667-689
Number of pages	22
Journal	Journal of Applied Econometrics
Volume	17
Publication status	Published - 2002

Cite this

@article{54da4cb7cc2e419da1a0d1411b99defe,

title = "Stocahstic volatility in mean model",

author = "S.J.M. Koopman and E.H. Uspensky",

note = "Pagination: 22",

year = "2002",

language = "English",

volume = "17",

pages = "667--689",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "John Wiley and Sons Ltd",

}