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%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
}