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Stocahstic volatility in mean model

Koopman,S.J.M.
; 
Uspensky,E.H.
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Pagination: 22
Date
2002
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Tilburg University Research Output Collection
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Koopman, S J M & Uspensky, E H 2002, 'Stocahstic volatility in mean model', Journal of Applied Econometrics, vol. 17, pp. 667-689.
URI
https://hdl.handle.net/20.500.14602/39579
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