The stochastic volatility in mean model: Empirical evidence from international stock markets

Journal of Applied Econometrics

Volumn 17, Issue 6, 2002, Pages 667-689

  Koopman, Siem J ^a   Hol Uspensky, Eugenie ^b  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

^b UNIVERSITY OF BIRMINGHAM   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142023212     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.652     Document Type: Article

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