BibSonomy :: bibtex  ::

tag user group author concept BibTeX key search:all search:smicha
A blue social bookmark and publication sharing system.
tags · relations · groups · popular
help · blog · about
login · register
smicha's BibTeX entry:  

An empirical model of volatility of returns and option pricing

Physica A: Statistical Mechanics and its Applications, 329(1-2): 178--198, 2003.
Authors: Joseph L. McCauley and Gemunu H. Gunaratne
URL: http://www.sciencedirect.com/science/article/B6TVG-4926VG2-C/1/16dccdaf4550a4356fc95f665f5bf6bb
Description: Physica A
Tags: Economics
| URL | BibTeX  
@article{McCauley2003b,
title = {An empirical model of volatility of returns and option pricing},
author = {Joseph L. McCauley and Gemunu H. Gunaratne},
day = {01},
journal = {Physica A: Statistical Mechanics and its Applications},
month = {Nov},
number = {1-2},
pages = {178--198},
url = {http://www.sciencedirect.com/science/article/B6TVG-4926VG2-C/1/16dccdaf4550a4356fc95f665f5bf6bb},
volume = {329},
year = {2003},
description = {Physica A},
keywords = {Economics }
}