Smooth transition models and arbitrage consistency

Economics

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

Smooth transition models and arbitrage consistency. / Peel, D; Venetis, I A.
In: Economica, Vol. 72, No. 3, 2005, p. 413-430.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Peel, D & Venetis, IA 2005, 'Smooth transition models and arbitrage consistency', Economica, vol. 72, no. 3, pp. 413-430.

APA

Peel, D., & Venetis, I. A. (2005). Smooth transition models and arbitrage consistency. Economica, 72(3), 413-430.

Vancouver

Peel D, Venetis IA. Smooth transition models and arbitrage consistency. Economica. 2005;72(3):413-430.

Author

Peel, D ; Venetis, I A. / Smooth transition models and arbitrage consistency. In: Economica. 2005 ; Vol. 72, No. 3. pp. 413-430.

Bibtex

@article{8baae73be4cc4232a7789ef68ff3aa6f,

title = "Smooth transition models and arbitrage consistency",

author = "D Peel and Venetis, {I A}",

year = "2005",

language = "English",

volume = "72",

pages = "413--430",

journal = "Economica",

issn = "0013-0427",

publisher = "Wiley-Blackwell",

number = "3",

}

RIS

TY - JOUR

T1 - Smooth transition models and arbitrage consistency

AU - Peel, D

AU - Venetis, I A

PY - 2005

Y1 - 2005

M3 - Journal article

VL - 72

SP - 413

EP - 430

JO - Economica

JF - Economica

SN - 0013-0427

IS - 3

ER -

Research