Stocahstic volatility in mean model

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

Research output: Contribution to journalArticleScientificpeer-review

92 Citations (Scopus)
Original languageEnglish
Pages (from-to)667-689
Number of pages22
JournalJournal of Applied Econometrics
Volume17
Publication statusPublished - 2002

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