<section name="raw">
    <SEQUENTIAL>
      <record key="001" att1="001" value="150228" att2="150228">001   150228</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Aufsatz, Zeitschrift</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="079" subkey="y">http://dx.doi.org/10.1007/s00181-003-0153-9</field>
      <field key="079" subkey="z">Chan, Wing H., A correlated bivariate Poisson jump model for foreign exchange (pdf)</field>
      <field key="100" subkey="">Chan, Wing H.</field>
      <field key="103" subkey="">Department of Economics, Wilfrid Laurier University, Waterloo, Ontario, Canada</field>
      <field key="331" subkey="">A correlated bivariate Poisson jump model for foreign exchange</field>
      <field key="542" subkey="">0377-7332</field>
      <field key="542" subkey="w">1435-8921</field>
      <field key="544" subkey="n">EE28.2003(4);2</field>
      <field key="590" subkey="">Empirical Economics, A Quarterly Journal of the Institute for Advanced Studies, Vienna, Austria</field>
      <field key="596" subkey="a">28.2003, issue 4, 669 - 685</field>
      <field key="720" subkey="">Correlated Poisson jump</field>
      <field key="720" subkey="">Bivariate GARCH</field>
      <field key="720" subkey="">Time-varying jump intensity</field>
    </SEQUENTIAL>
  </section>