@data{jae.2022314.1310297040,
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://journaldata.zbw.eu/dataset/modelling-and-forecasting-level-shifts-in-absolute-returns},
doi = "10.15456/jae.2022314.1310297040" 
}