%0 Journal Article %1 Duan2001 %A Duan, Jin-Chuan %A Zhang, Hua %D 2001 %J Journal of Banking & Finance %K GARCH %N 11 %P 1989--2014 %T Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach %U http://www.sciencedirect.com/science/article/B6VCY-44480TH-2/1/c6376e8116d60cf19faac8da6e49676e %V 25

@article{Duan2001, added-at = {2008-04-22T13:53:19.000+0200}, author = {Duan, Jin-Chuan and Zhang, Hua}, biburl = {https://www.bibsonomy.org/bibtex/2f4e9dabca3b26dc3fe4a122147de9750/smicha}, description = {Journal of Banking & Finance}, interhash = {0e79dfe5eda4641e258e3bd443b86ab0}, intrahash = {f4e9dabca3b26dc3fe4a122147de9750}, journal = {Journal of Banking \& Finance}, keywords = {GARCH}, month = Nov, number = 11, pages = {1989--2014}, timestamp = {2008-04-22T13:58:08.000+0200}, title = {Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach}, url = {http://www.sciencedirect.com/science/article/B6VCY-44480TH-2/1/c6376e8116d60cf19faac8da6e49676e}, volume = 25, year = 2001 }