An empirical application of stochastic volatility models

RJ Mahieu, PC Schotman

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

48 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	333-360
Number of pages	28
Journal	Journal of Applied Econometrics
Volume	13
Publication status	Published - 1998

Research programs

@article{5be3db9662304f46b6ba951b8b997462,

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

author = "RJ Mahieu and PC Schotman",

year = "1998",

language = "Undefined/Unknown",

volume = "13",

pages = "333--360",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "John Wiley & Sons Ltd.",

}