@data{modelling-/2002,
author = {Franses, Philip Hans and Leij, Marco van der and Paap, Richard},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {modelling-and-forecasting-level-shifts-in-absolute-returns},
year = {2002},
version = {1},
url = {https://jda-test.zbw.eu/dataset/modelling-and-forecasting-level-shifts-in-absolute-returns} 
}