Stochastic Volatility in Mean Model: Empirical evidence from international stock markets

S.J. Koopman, E. Hol Uspensky

Research output: Working paper / PreprintWorking paperAcademic

225 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages25
Publication statusPublished - 2000

Publication series

NameTI Discussion Paper
No.00-024/4

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