@data{jae.2022314.1311612647, author = {Koopman, Siem Jan and Uspensky, Eugenie Hol}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {the-stochastic-volatility-in-mean-model-empirical-evidence-from-international-stock-markets}, year = {2002}, version = {1}, url = {https://journaldata.zbw.eu/dataset/the-stochastic-volatility-in-mean-model-empirical-evidence-from-international-stock-markets}, doi = "10.15456/jae.2022314.1311612647" }