DBLP Record 'journals/corr/abs-0901-1315'

BibTeX

@article{DBLP:journals/corr/abs-0901-1315,
  author    = {Abel Rodriguez and
               Henryk Gzyl and
               German Molina and
               Enrique ter Horst},
  title     = {Stochastic Volatility Models Including Open, Close, High
               and Low Prices},
  journal   = {CoRR},
  volume    = {abs/0901.1315},
  year      = {2009},
  ee        = {http://arxiv.org/abs/0901.1315},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}