%0 Journal Article %1 Andersen1997a %A Andersen, Torben G. %A Lund, Jesper %D 1997 %J Journal of Econometrics %K ARCH %N 2 %P 343--377 %T Estimating continuous-time stochastic volatility models of the short-term interest rate %U http://www.sciencedirect.com/science/article/B6VC0-3SWV8VH-4/2/28e058971283c9739a1607786a50d6e8 %V 77

@article{Andersen1997a, added-at = {2008-04-21T22:02:42.000+0200}, author = {Andersen, Torben G. and Lund, Jesper}, biburl = {https://www.bibsonomy.org/bibtex/23b9c10ffe837b6679d41a4fc0f952d3e/smicha}, description = {Journal of Econometrics}, interhash = {f4ac987b37614770d18021631686d98b}, intrahash = {3b9c10ffe837b6679d41a4fc0f952d3e}, journal = {Journal of Econometrics}, keywords = {ARCH}, month = Apr, number = 2, pages = {343--377}, timestamp = {2008-04-21T22:05:41.000+0200}, title = {Estimating continuous-time stochastic volatility models of the short-term interest rate}, url = {http://www.sciencedirect.com/science/article/B6VC0-3SWV8VH-4/2/28e058971283c9739a1607786a50d6e8}, volume = 77, year = 1997 }