%0 Journal Article %1 Das2002 %A Das, Sanjiv R. %D 2002 %J Journal of Econometrics %K Characteristic functions %N 1 %P 27--65 %T The surprise element: jumps in interest rates %U http://www.sciencedirect.com/science/article/B6VC0-449TJKC-2/2/8ba0272a32031ecbd49e75b4c12fc690 %V 106

@article{Das2002, added-at = {2008-04-21T22:02:42.000+0200}, author = {Das, Sanjiv R.}, biburl = {https://www.bibsonomy.org/bibtex/25f951c88bd0efc6243a845e4dcef84f1/smicha}, description = {Journal of Econometrics}, interhash = {655e32aec5053db54952268ebae04160}, intrahash = {5f951c88bd0efc6243a845e4dcef84f1}, journal = {Journal of Econometrics}, keywords = {Characteristic functions}, month = Jan, number = 1, pages = {27--65}, timestamp = {2008-04-21T22:04:46.000+0200}, title = {The surprise element: jumps in interest rates}, url = {http://www.sciencedirect.com/science/article/B6VC0-449TJKC-2/2/8ba0272a32031ecbd49e75b4c12fc690}, volume = 106, year = 2002 }