%0 Journal Article %1 Bollerslev1999 %A Bollerslev, Tim %A Mikkelsen, Hans Ole %D 1999 %J Journal of Econometrics %K EGARCH Fractionally integrated %N 1 %P 75--99 %T Long-term equity anticipation securities and stock market volatility dynamics %U http://www.sciencedirect.com/science/article/B6VC0-3X110PV-3/2/7668029cea83ea8da75daf565380d826 %V 92

@article{Bollerslev1999, added-at = {2008-04-21T22:02:42.000+0200}, author = {Bollerslev, Tim and Mikkelsen, Hans Ole}, biburl = {https://www.bibsonomy.org/bibtex/25d539a621fa002900daba9f9944035e3/smicha}, description = {Journal of Econometrics}, interhash = {849c14a2854a7761b89292812052bb2c}, intrahash = {5d539a621fa002900daba9f9944035e3}, journal = {Journal of Econometrics}, keywords = {EGARCH Fractionally integrated}, month = Sep, number = 1, pages = {75--99}, timestamp = {2008-04-21T22:05:14.000+0200}, title = {Long-term equity anticipation securities and stock market volatility dynamics}, url = {http://www.sciencedirect.com/science/article/B6VC0-3X110PV-3/2/7668029cea83ea8da75daf565380d826}, volume = 92, year = 1999 }