%0 Journal Article %1 Bali2003 %A Bali, Turan G. %A Neftci, Salih N. %D 2003 %J Journal of Empirical Finance %K Extreme theory value %N 4 %P 455--477 %T Disturbing extremal behavior of spot rate dynamics %U http://www.sciencedirect.com/science/article/B6VFG-47VHB6V-2/1/850f09713f352b7f8f3ef987237085c7 %V 10

@article{Bali2003, added-at = {2008-04-23T22:05:04.000+0200}, author = {Bali, Turan G. and Neftci, Salih N.}, biburl = {https://www.bibsonomy.org/bibtex/2fc31ec599f0b1e8ce1600e31746dc8d3/smicha}, interhash = {f095a52faf535f4352e3d6caf7b23c05}, intrahash = {fc31ec599f0b1e8ce1600e31746dc8d3}, journal = {Journal of Empirical Finance}, keywords = {Extreme theory value}, month = Sep, number = 4, pages = {455--477}, timestamp = {2008-04-23T22:07:14.000+0200}, title = {Disturbing extremal behavior of spot rate dynamics}, url = {http://www.sciencedirect.com/science/article/B6VFG-47VHB6V-2/1/850f09713f352b7f8f3ef987237085c7}, volume = 10, year = 2003 }