%0 Journal Article %1 Daal2007 %A Daal, Elton %A Naka, Atsuyuki %A Yu, Jung-Suk %D 2007 %J Journal of Banking & Finance %K Volatility feedback %N 9 %P 2751--2769 %T Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets %U http://www.sciencedirect.com/science/article/B6VCY-4NKXWJJ-9/1/eb38db546182ac7999b203531c7b7fb3 %V 31

@article{Daal2007, added-at = {2008-04-22T13:53:19.000+0200}, author = {Daal, Elton and Naka, Atsuyuki and Yu, Jung-Suk}, biburl = {https://www.bibsonomy.org/bibtex/2485ac3bd8f9415793f3f73f40af86b80/smicha}, description = {Journal of Banking & Finance}, interhash = {b78f67f992ddef2c3d50a05920aa4b84}, intrahash = {485ac3bd8f9415793f3f73f40af86b80}, journal = {Journal of Banking \& Finance}, keywords = {Volatility feedback}, month = Sep, number = 9, pages = {2751--2769}, timestamp = {2008-04-22T13:56:02.000+0200}, title = {Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets}, url = {http://www.sciencedirect.com/science/article/B6VCY-4NKXWJJ-9/1/eb38db546182ac7999b203531c7b7fb3}, volume = 31, year = 2007 }