%0 Journal Article %1 Ghysels2004 %A Ghysels, Eric %A Gourieroux, Christian %A Jasiak, Joann %D 2004 %J Journal of Econometrics %K Time at risk %N 2 %P 413--433 %T Stochastic volatility duration models %U http://www.sciencedirect.com/science/article/B6VC0-49328RV-1/2/a009d31cdc5076a7c486c0e8ff066c8b %V 119

@article{Ghysels2004, added-at = {2008-04-21T22:02:42.000+0200}, author = {Ghysels, Eric and Gourieroux, Christian and Jasiak, Joann}, biburl = {https://www.bibsonomy.org/bibtex/269d98f95ad637d261d9600b0ff2fdfba/smicha}, description = {Journal of Econometrics}, interhash = {7d1beed2e7c693babcb75444840d4121}, intrahash = {69d98f95ad637d261d9600b0ff2fdfba}, journal = {Journal of Econometrics}, keywords = {Time at risk}, month = Apr, number = 2, pages = {413--433}, timestamp = {2008-04-21T22:04:16.000+0200}, title = {Stochastic volatility duration models}, url = {http://www.sciencedirect.com/science/article/B6VC0-49328RV-1/2/a009d31cdc5076a7c486c0e8ff066c8b}, volume = 119, year = 2004 }