Level changes in volatility models

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

4 Citationer (Scopus)

Adgang til dokumentet

@article{8294ceab3e704bffa73567368de84ece,

title = "Level changes in volatility models",

author = "Mihaela Craioveanu and Eric Hillebrand",

year = "2012",

month = may,

day = "1",

doi = "10.1007/s10436-010-0163-5",

language = "English",

volume = "8",

pages = "277--308",

journal = "Annals of Finance",

issn = "1614-2446",

publisher = "Springer",

number = "2-3",

}

TY - JOUR

T1 - Level changes in volatility models

AU - Craioveanu, Mihaela

AU - Hillebrand, Eric

PY - 2012/5/1

Y1 - 2012/5/1

UR - http://www.scopus.com/inward/record.url?scp=84860199357&partnerID=8YFLogxK

U2 - 10.1007/s10436-010-0163-5

DO - 10.1007/s10436-010-0163-5

M3 - Journal article

AN - SCOPUS:84860199357

SN - 1614-2446

VL - 8

SP - 277

EP - 308

JO - Annals of Finance

JF - Annals of Finance

IS - 2-3

ER -