The stochastic volatility in mean model: empirical evidence from international stock markets
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DOI: 10.1002/jae.652
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- Siem Jan Koopman & Eugenie Hol Uspensky, 2002. "The stochastic volatility in mean model: empirical evidence from international stock markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 667-689.
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