@article{Wu2007,
	title = {Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)},
	author = {C. C. Wu and Jack C. Lee},
	journal = {Economic Modelling},
	month = {Mar},
	number = {2},
	pages = {329--349},
	url = {http://www.sciencedirect.com/science/article/B6VB1-4M1KP7V-2/1/2373229a390ea01517f87e273e37d3fe},
	volume = {24},
	year = {2007},
	biburl = {http://www.bibsonomy.org/bibtex/2ee9b112f1b75cf6a0af459931cffd607/smicha},
	keywords = {Relative aversion risk }
}