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BibTeX entry
@Article{Inkaya:2014:AVF,
author = "A. Inkaya and Y. Yolcu Okur",
title = "Analysis of volatility feedback and leverage effects
on the {ISE30} index using high frequency data",
journal = j-J-COMPUT-APPL-MATH,
volume = "259 (part B)",
number = "??",
pages = "377--384",
day = "15",
month = mar,
year = "2014",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:34:02 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0377042713003221",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}
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