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

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Name	TI Discussion Paper
No.	00-024/4

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@techreport{b617252a7c08452781a76dc65bc91bc2,

title = "Stochastic Volatility in Mean Model: Empirical evidence from international stock markets",

author = "S.J. Koopman and \{Hol Uspensky\}, E.",

year = "2000",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "00-024/4",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}