Stocahstic volatility in mean model

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

Research output: Contribution to journalArticleScientificpeer-review

85 Citations (Scopus)
Original languageEnglish
Pages (from-to)667-689
Number of pages22
JournalJournal of Applied Econometrics
Publication statusPublished - 2002

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Koopman, S. J. M., & Uspensky, E. H. (2002). Stocahstic volatility in mean model. Journal of Applied Econometrics, 17, 667-689.