An empirical application of stochastic volatility models

Journal of Applied Econometrics

Volumn 13, Issue 4, 1998, Pages 333-360

  Mahieu, Ronald J ^a   Schotman, Peter C ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032366599     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1255(199807/08)13:4<333::AID-JAE479>3.0.CO;2-I     Document Type: Article

References (16)

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