%0 Journal Article %1 Vanden2005 %A Vanden, Joel M. %D 2005 %J Journal of Empirical Finance %K Implied aversion risk %N 3 %P 374--417 %T Equilibrium analysis of volatility clustering %U http://www.sciencedirect.com/science/article/B6VFG-4F29SY8-1/1/6cdd9e20b067dcb6f98f1d4f4909fef1 %V 12

@article{Vanden2005, added-at = {2008-04-23T22:05:04.000+0200}, author = {Vanden, Joel M.}, biburl = {https://www.bibsonomy.org/bibtex/27ad301c6e6f2e636d93fa08f9ddf9cc2/smicha}, interhash = {acc68d2a30fba69799e0e5321291f206}, intrahash = {7ad301c6e6f2e636d93fa08f9ddf9cc2}, journal = {Journal of Empirical Finance}, keywords = {Implied aversion risk}, month = Jun, number = 3, pages = {374--417}, timestamp = {2008-04-23T22:24:04.000+0200}, title = {Equilibrium analysis of volatility clustering}, url = {http://www.sciencedirect.com/science/article/B6VFG-4F29SY8-1/1/6cdd9e20b067dcb6f98f1d4f4909fef1}, volume = 12, year = 2005 }