%0 Journal Article %1 Sun2005a %A Sun, Licheng %D 2005 %J Journal of Empirical Finance %K Short-term interest rates %N 3 %P 418--434 %T Regime shifts in interest rate volatility %U http://www.sciencedirect.com/science/article/B6VFG-4G7G4H6-1/1/d40148b6576062db976fa2ae9b308650 %V 12

@article{Sun2005a, added-at = {2008-04-23T22:05:04.000+0200}, author = {Sun, Licheng}, biburl = {https://www.bibsonomy.org/bibtex/29410021bb95a26a434ad463270061490/smicha}, interhash = {20c9d69190e352f54538802538859b57}, intrahash = {9410021bb95a26a434ad463270061490}, journal = {Journal of Empirical Finance}, keywords = {Short-term interest rates}, month = Jun, number = 3, pages = {418--434}, timestamp = {2008-04-23T22:23:37.000+0200}, title = {Regime shifts in interest rate volatility}, url = {http://www.sciencedirect.com/science/article/B6VFG-4G7G4H6-1/1/d40148b6576062db976fa2ae9b308650}, volume = 12, year = 2005 }