%0 Journal Article %1 Covarrubias2006 %A Covarrubias, Guillermo %A Ewing, Bradley T. %A Hein, Scott E. %A Thompson, Mark A. %D 2006 %J Physica A: Statistical Mechanics and its Applications %K Forecasting %N 2 %P 737--744 %T Modeling volatility changes in the 10-year Treasury %U http://www.sciencedirect.com/science/article/B6TVG-4J9X13H-3/1/0d702044a97b4b2e7e24246f16e9a7ce %V 369

@article{Covarrubias2006, added-at = {2008-04-22T10:36:30.000+0200}, author = {Covarrubias, Guillermo and Ewing, Bradley T. and Hein, Scott E. and Thompson, Mark A.}, biburl = {https://www.bibsonomy.org/bibtex/208ad8572072a5fd28d6be2b846cd035c/smicha}, day = 15, description = {Physica A}, interhash = {c31ed2360cdead3f293335f3eeb1e7c7}, intrahash = {08ad8572072a5fd28d6be2b846cd035c}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Forecasting}, month = Sep, number = 2, pages = {737--744}, timestamp = {2008-04-22T10:45:55.000+0200}, title = {Modeling volatility changes in the 10-year Treasury}, url = {http://www.sciencedirect.com/science/article/B6TVG-4J9X13H-3/1/0d702044a97b4b2e7e24246f16e9a7ce}, volume = 369, year = 2006 }