Level changes in volatility models

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Level changes in volatility models. / Craioveanu, Mihaela; Hillebrand, Eric.

I: Annals of Finance, Bind 8, Nr. 2-3, 01.05.2012, s. 277-308.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

Harvard

Craioveanu, M & Hillebrand, E 2012, 'Level changes in volatility models', Annals of Finance, bind 8, nr. 2-3, s. 277-308. https://doi.org/10.1007/s10436-010-0163-5

APA

CBE

MLA

Craioveanu, Mihaela og Eric Hillebrand. "Level changes in volatility models". Annals of Finance. 2012, 8(2-3). 277-308. https://doi.org/10.1007/s10436-010-0163-5

Vancouver

Craioveanu M, Hillebrand E. Level changes in volatility models. Annals of Finance. 2012 maj 1;8(2-3):277-308. https://doi.org/10.1007/s10436-010-0163-5

Author

Craioveanu, Mihaela ; Hillebrand, Eric. / Level changes in volatility models. I: Annals of Finance. 2012 ; Bind 8, Nr. 2-3. s. 277-308.

Bibtex

@article{8294ceab3e704bffa73567368de84ece,
title = "Level changes in volatility models",
author = "Mihaela Craioveanu and Eric Hillebrand",
note = "Copyright 2012 Elsevier B.V., All rights reserved.",
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",

}

RIS

TY - JOUR

T1 - Level changes in volatility models

AU - Craioveanu, Mihaela

AU - Hillebrand, Eric

N1 - Copyright 2012 Elsevier B.V., All rights reserved.

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

VL - 8

SP - 277

EP - 308

JO - Annals of Finance

JF - Annals of Finance

SN - 1614-2446

IS - 2-3

ER -