BibTeX record: journals/mcs/YangC08

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@article{DBLP:journals/mcs/YangC08,
  author    = {Yung{-}Lieh Yang and
               Chia{-}Lin Chang},
  title     = {A double-threshold {GARCH} model of stock market and currency shocks
               on stock returns},
  journal   = {Mathematics and Computers in Simulation},
  volume    = {79},
  number    = {3},
  pages     = {458--474},
  year      = {2008},
  url       = {http://dx.doi.org/10.1016/j.matcom.2008.01.048},
  doi       = {10.1016/j.matcom.2008.01.048},
  timestamp = {Fri, 23 Jan 2009 12:42:01 +0100},
  biburl    = {http://dblp.uni-trier.de/rec/bib/journals/mcs/YangC08},
  bibsource = {dblp computer science bibliography, http://dblp.org}
}