An Application of Stochastic Volatility Models

RJ Mahieu, P Schotman

Research output: Contribution to journalArticleAcademicpeer-review

Original languageUndefined/Unknown
Pages (from-to)333-360
Number of pages28
JournalJournal of Applied Econometrics
Volume13
Publication statusPublished - 1998
Externally publishedYes

Research programs

  • RSM F&A

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