%0 Journal Article %1 McCauley2003b %A McCauley, Joseph L. %A Gunaratne, Gemunu H. %D 2003 %J Physica A: Statistical Mechanics and its Applications %K Economics %N 1-2 %P 178--198 %T An empirical model of volatility of returns and option pricing %U http://www.sciencedirect.com/science/article/B6TVG-4926VG2-C/1/16dccdaf4550a4356fc95f665f5bf6bb %V 329

@article{McCauley2003b, added-at = {2008-04-22T10:36:30.000+0200}, author = {McCauley, Joseph L. and Gunaratne, Gemunu H.}, biburl = {https://www.bibsonomy.org/bibtex/2d977e35ab79bc778e556ba100bdd52c0/smicha}, day = 01, description = {Physica A}, interhash = {d1bac2fb239362d798c62d5957bf9467}, intrahash = {d977e35ab79bc778e556ba100bdd52c0}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Economics}, month = Nov, number = {1-2}, pages = {178--198}, timestamp = {2008-04-22T10:54:30.000+0200}, title = {An empirical model of volatility of returns and option pricing}, url = {http://www.sciencedirect.com/science/article/B6TVG-4926VG2-C/1/16dccdaf4550a4356fc95f665f5bf6bb}, volume = 329, year = 2003 }