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smicha's BibTeX entry:  

Market closures and time-varying volatility in the Australian equity market

Journal of Empirical Finance, 2(2): 165--172, 1995.
Authors: Timothy J. Brailsford
URL: http://www.sciencedirect.com/science/article/B6VFG-3YCDPFW-C/1/775835e557136639b9edc82f9d9ea42c
Tags: Volatility
| URL | BibTeX  
@article{Brailsford1995,
title = {Market closures and time-varying volatility in the Australian equity market},
author = {Timothy J. Brailsford},
journal = {Journal of Empirical Finance},
month = {Jun},
number = {2},
pages = {165--172},
url = {http://www.sciencedirect.com/science/article/B6VFG-3YCDPFW-C/1/775835e557136639b9edc82f9d9ea42c},
volume = {2},
year = {1995},
keywords = {Volatility }
}