{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,7]],"date-time":"2026-02-07T22:16:24Z","timestamp":1770502584774,"version":"3.49.0"},"reference-count":55,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2006,12,7]],"date-time":"2006-12-07T00:00:00Z","timestamp":1165449600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[2007,2,22]]},"DOI":"10.1007\/s10479-006-0116-6","type":"journal-article","created":{"date-parts":[[2006,12,6]],"date-time":"2006-12-06T18:20:04Z","timestamp":1165429204000},"page":"151-178","source":"Crossref","is-referenced-by-count":18,"title":["Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions"],"prefix":"10.1007","volume":"151","author":[{"given":"Turan G.","family":"Bali","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2006,12,7]]},"reference":[{"key":"116_CR1","doi-asserted-by":"crossref","first-page":"721","DOI":"10.1093\/rfs\/12.4.721","volume":"12","author":"D. Ahn","year":"1999","unstructured":"Ahn, D. and B. Gao. (1999). \u201cA Parametric Nonlinear Model of Term Structure Dynamics.\u201d Review of Financial Studies, 12, 721\u2013762.","journal-title":"Review of Financial Studies"},{"key":"116_CR2","doi-asserted-by":"crossref","first-page":"385","DOI":"10.1093\/rfs\/9.2.385","volume":"9","author":"Y Ait-Sahalia","year":"1996a","unstructured":"Ait-Sahalia, Y. (1996a). \u201cTesting Continuous-Time Models of the Spot Interest Rate.\u201d Review of Financial Studies, 9, 385\u2013426.","journal-title":"Review of Financial Studies"},{"key":"116_CR3","doi-asserted-by":"crossref","first-page":"527","DOI":"10.2307\/2171860","volume":"64","author":"Y Ait-Sahalia","year":"1996b","unstructured":"Ait-Sahalia, Y. (1996b). \u201cNonparametric Pricing of Interest Rate Derivatives.\u201d Econometrica, 64, 527\u2013560.","journal-title":"Econometrica"},{"key":"116_CR4","doi-asserted-by":"crossref","first-page":"885","DOI":"10.2307\/2527343","volume":"39","author":"T.G. Andersen","year":"1998","unstructured":"Andersen, T.G. and T. Bollerslev. (1998). \u201cAnswering the Skeptics: Yes Standard Volatility Models Do Provide Accurate Forecasts.\u201d International Economic Review, 39, 885\u2013905.","journal-title":"International Economic Review"},{"key":"116_CR5","doi-asserted-by":"crossref","first-page":"43","DOI":"10.1016\/S0304-405X(01)00055-1","volume":"61","author":"T.G. Andersen","year":"2001a","unstructured":"Andersen, T.G., T Bollerslev, F.X. Diebold, and H. Ebens. (2001a).\u201cThe Distribution of Realized Stock Return Volatility.\u201d Journal of Financial Economics, 61, 43\u201376.","journal-title":"Journal of Financial Economics"},{"key":"116_CR6","doi-asserted-by":"crossref","first-page":"42","DOI":"10.1198\/016214501750332965","volume":"96","author":"T.G. Andersen","year":"2001b","unstructured":"Andersen, T.G., T. Bollerslev, F.X. Diebold, and P. Labys. (2001b). \u201cThe Distribution of Realized Exchange Rate Volatility.\u201d Journal of the American Statistical Association, 96, 42\u201355.","journal-title":"Journal of the American Statistical Association"},{"key":"116_CR7","doi-asserted-by":"crossref","first-page":"579","DOI":"10.1111\/1468-0262.00418","volume":"71","author":"T.G. Andersen","year":"2003","unstructured":"Andersen, T.G., T. Bollerslev, F.X., Diebold, and P. Labys. (2003). \u201cModeling and Forecasting Realized Volatility.\u201d Econometrica, 71, 579\u2013626.","journal-title":"Econometrica"},{"key":"116_CR8","doi-asserted-by":"crossref","first-page":"343","DOI":"10.1016\/S0304-4076(96)01819-2","volume":"77","author":"T.G. Andersen","year":"1997","unstructured":"Andersen, T.G. and J. Lund. (1997). \u201cEstimating Continuous-Time Stochastic Volatility Models of the Short-Term Interest Rate.\u201d Journal of Econometrics, 77, 343\u2013377.","journal-title":"Journal of Econometrics"},{"key":"116_CR9","doi-asserted-by":"crossref","first-page":"191","DOI":"10.2307\/2676190","volume":"35","author":"T.G. Bali","year":"2000","unstructured":"Bali, T.G. (2000). \u201cTesting the Empirical Performance of Stochastic Volatility Models of the Short-term Interest Rate.\u201d Journal of Financial and Quantitative Analysis, 35, 191\u2013215.","journal-title":"Journal of Financial and Quantitative Analysis"},{"key":"116_CR10","doi-asserted-by":"crossref","first-page":"83","DOI":"10.1086\/344669","volume":"76","author":"T.G. Bali","year":"2003","unstructured":"Bali, T.G. (2003). \u201cAn Extreme Value Approach to Estimating Volatility and Value at Risk.\u201d Journal of Business, 76, 83\u2013108.","journal-title":"Journal of Business"},{"key":"116_CR11","doi-asserted-by":"crossref","unstructured":"Bali, T.G., N. Cakici, X. Yan, and Z. Zhang. (2005). \u201cDoes Idiosyncratic Risk Really Matter?\u201d Journal of Finance, 60, 905\u2013929.","DOI":"10.1111\/j.1540-6261.2005.00750.x"},{"key":"116_CR12","doi-asserted-by":"crossref","first-page":"2339","DOI":"10.1111\/0022-1082.00191","volume":"54","author":"C.A. Ball","year":"1999","unstructured":"Ball, C.A. and W.N. Torous. (1999) \u201cThe Stochastic Volatility of Short-Term Interest Rates: Some International Evidence.\u201d Journal of Finance, 54, 2339\u20132359.","journal-title":"Journal of Finance"},{"key":"116_CR13","doi-asserted-by":"crossref","first-page":"167","DOI":"10.1111\/1467-9868.00282","volume":"63","author":"O.L. Barndorff-Nielsen","year":"2001","unstructured":"Barndorff-Nielsen, O.L. and N. Shephard. (2001). \u201cNon-Gaussian OU Based Models and Some of Their Uses in Financial Economics.\u201d Journal of the Royal Statistical Society B, 63, 167\u2013241.","journal-title":"Journal of the Royal Statistical Society B"},{"key":"116_CR14","doi-asserted-by":"crossref","unstructured":"Barndorff-Nielsen, O.L. and N. Shephard. (2002). \u201cEconometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models.\u201d Journal of the Royal Statistical Society B, 64, forthcoming.","DOI":"10.1111\/1467-9868.00336"},{"key":"116_CR15","doi-asserted-by":"crossref","first-page":"5","DOI":"10.1016\/S0304-4076(01)00068-9","volume":"105","author":"B.J. Blair","year":"2001","unstructured":"Blair, B.J., S-H. Poon, and S.J. Taylor. (2001). \u201cForecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High-Frequency Index Returns.\u201d Journal of Econometrics, 105, 5\u201326.","journal-title":"Journal of Econometrics"},{"key":"116_CR16","doi-asserted-by":"crossref","first-page":"307","DOI":"10.1016\/0304-4076(86)90063-1","volume":"31","author":"T. Bollerslev","year":"1986","unstructured":"Bollerslev, T. (1986). \u201cGeneralized Autoregressive Conditional Heteroscedasticity.\u201d Journal of Econometrics, 31, 307\u2013327.","journal-title":"Journal of Econometrics"},{"key":"116_CR17","doi-asserted-by":"crossref","first-page":"542","DOI":"10.2307\/1925546","volume":"59","author":"T. Bollerslev","year":"1987","unstructured":"Bollerslev, T. (1987). \u201cA Conditionally Heteroscedastic Time Series Model for Security Prices and Rates of Return Data.\u201d Review of Economics and Statistics, 59, 542\u2013547.","journal-title":"Review of Economics and Statistics"},{"key":"116_CR18","doi-asserted-by":"crossref","first-page":"143","DOI":"10.1080\/07474939208800229","volume":"11","author":"T. Bollerslev","year":"1992","unstructured":"Bollerslev, T., and J.M. Wooldridge. (1992). \u201cQuasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time-Varying Covariances.\u201d Econometric Reviews, 11, 143\u2013172.","journal-title":"Econometric Reviews"},{"key":"116_CR19","doi-asserted-by":"crossref","first-page":"419","DOI":"10.1093\/biomet\/49.3-4.419","volume":"49","author":"G. Box","year":"1962","unstructured":"Box, G. and G.C. Tiao. (1962). \u201cA Further Look at Robustness via Bayes Theorem.\u201d Biometrika, 49, 419\u2013432.","journal-title":"Biometrika"},{"key":"116_CR20","doi-asserted-by":"crossref","first-page":"85","DOI":"10.2307\/2331388","volume":"31","author":"R.J. Brenner","year":"1996","unstructured":"Brenner, R.J., R.H. Harjes, and K.F. Kroner. (1996). \u201cAnother Look at Models of the Short-term Interest Rate.\u201d Journal of Financial and Quantitative Analysis, 31, 85\u2013107.","journal-title":"Journal of Financial and Quantitative Analysis"},{"key":"116_CR21","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1111\/0022-1082.00318","volume":"56","author":"J.Y. Campbell","year":"2001","unstructured":"Campbell, J.Y., M. Lettau, B.G. Malkiel, and Y. Xu. (2001). \u201cHave Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.\u201d Journal of Finance, 56, 1\u201343.","journal-title":"Journal of Finance"},{"key":"116_CR22","doi-asserted-by":"crossref","first-page":"1209","DOI":"10.1111\/j.1540-6261.1992.tb04011.x","volume":"47","author":"K.C. Chan","year":"1992","unstructured":"Chan, K.C., G.A. Karolyi, F.A. Longstaff, and A.B. Sanders. (1992). \u201cAn Empirical Comparison of Alternative Models of the Short-Term Interest Rate.\u201d Journal of Finance, 47, 1209\u20131227.","journal-title":"Journal of Finance"},{"key":"116_CR23","doi-asserted-by":"crossref","first-page":"355","DOI":"10.1111\/0022-1082.00208","volume":"55","author":"D.A. Chapman","year":"2000","unstructured":"Chapman, D.A. and Pearson, N.D. (2000). \u201cIs the Short Rate Drift Actually Nonlinear?\u201d Journal of Finance, 55, 355\u2013388.","journal-title":"Journal of Finance"},{"key":"116_CR24","doi-asserted-by":"crossref","first-page":"525","DOI":"10.1093\/rfs\/10.3.525","volume":"10","author":"T.G. Conley","year":"1997","unstructured":"Conley, T.G., L.P. Hansen, E.G.Z. Luttmer, and J.A. Scheinkman. (1997). \u201cShort-Term Interest Rates As Subordinated Diffusions.\u201d Review of Financial Studies, 10, 525\u2013577.","journal-title":"Review of Financial Studies"},{"key":"116_CR25","doi-asserted-by":"crossref","first-page":"385","DOI":"10.2307\/1911242","volume":"53","author":"J.C. Cox","year":"1985","unstructured":"Cox, J.C., J. Ingersoll, and S. Ross. (1985). \u201cA Theory of the Term Structure of Interest Rates.\u201d Econometrica, 53, 385\u2013407.","journal-title":"Econometrica"},{"key":"116_CR26","doi-asserted-by":"crossref","first-page":"253","DOI":"10.1080\/07350015.1995.10524599","volume":"13","author":"F.X. Diebold","year":"1995","unstructured":"Diebold, F.X. and R.S., Mariano. (1995). \u201cComparing Predictive Accuracy.\u201d Journal of Business and Economic Statistics, 13, 253\u2013263.","journal-title":"Journal of Business and Economic Statistics"},{"key":"116_CR27","doi-asserted-by":"crossref","first-page":"379","DOI":"10.1111\/j.1467-9965.1996.tb00123.x","volume":"6","author":"D. Duffie","year":"1996","unstructured":"Duffie, D., and R. Kan. (1996) \u201cA Yield-Factor Model of Interest Rates.\u201d Mathematical Finance, 6, 379\u2013406.","journal-title":"Mathematical Finance"},{"key":"116_CR28","doi-asserted-by":"crossref","unstructured":"Durham, G.B. (2002) \u201cLikelihood-Based Specification Analysis of Continuous-Time Models of the Short Term Interest Rate.\u201d Journal of Financial Economics, forthcoming.","DOI":"10.1016\/S0304-405X(03)00207-1"},{"key":"116_CR29","doi-asserted-by":"crossref","first-page":"987","DOI":"10.2307\/1912773","volume":"50","author":"R.F. Engle","year":"1982","unstructured":"Engle, R.F. (1982). \u201cAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.\u201d Econometrica, 50, 987\u20131007.","journal-title":"Econometrica"},{"key":"116_CR30","doi-asserted-by":"crossref","first-page":"103","DOI":"10.1093\/rfs\/3.1.103","volume":"3","author":"R.F. Engle","year":"1990","unstructured":"Engle, R.F. (1990) \u201cDiscussion: Stock Market Volatility and the Crash of \u201987.\u201d Review of Financial Studies, 3, 103\u2013106.","journal-title":"Review of Financial Studies"},{"key":"116_CR31","doi-asserted-by":"crossref","first-page":"1749","DOI":"10.1111\/j.1540-6261.1993.tb05127.x","volume":"48","author":"R.F. Engle","year":"1993","unstructured":"Engle, R.F. and V.K. Ng. (1993).\u201cMeasuring and Testing the Impact of News on Volatility.\u201d Journal of Finance, 48, 1749\u20131778.","journal-title":"Journal of Finance"},{"key":"116_CR32","doi-asserted-by":"crossref","first-page":"3","DOI":"10.1016\/0304-405X(87)90026-2","volume":"19","author":"K.R. French","year":"1987","unstructured":"French, K.R., G.W. Schwert, and R.F. Stambaugh. (1987). \u201cExpected Stock Returns and Volatility.\u201d Journal of Financial Economics, 19, 3\u201329.","journal-title":"Journal of Financial Economics"},{"key":"116_CR33","doi-asserted-by":"crossref","first-page":"975","DOI":"10.1111\/1540-6261.00555","volume":"58","author":"A. Goyal","year":"2003","unstructured":"Goyal, A., and P. Santa-Clara. (2003). \u201cIdiosyncratic Risk Matters!\u201d Journal of Finance, 58, 975\u20131008.","journal-title":"Journal of Finance"},{"key":"116_CR34","doi-asserted-by":"crossref","first-page":"1779","DOI":"10.1111\/j.1540-6261.1993.tb05128.x","volume":"48","author":"L.R. Glosten","year":"1993","unstructured":"Glosten, L.R., R. Jagannathan, and D.E. Runkle. (1993). \u201cOn the Relation Between the Expected Value and the Volatility of the Nominal Excess Return on Stocks.\u201d Journal of Finance, 48, 1779\u20131801.","journal-title":"Journal of Finance"},{"key":"116_CR35","doi-asserted-by":"crossref","first-page":"705","DOI":"10.2307\/2527081","volume":"35","author":"B.E. Hansen","year":"1994","unstructured":"Hansen, B.E. (1994). \u201cAutoregressive Conditional Density Estimation.\u201d International Economic Review, 35, 705\u2013730.","journal-title":"International Economic Review"},{"key":"116_CR36","unstructured":"Heston, S. and S. Nandi. (1998). Pricing Bonds and Interest Rate Derivatives Under a Two-Factor Model of Interest Rates with GARCH Volatility: Analytical Solutions and Their Applications. Working Paper, FED Atlanta."},{"key":"116_CR37","doi-asserted-by":"crossref","first-page":"307","DOI":"10.1080\/07350015.1989.10509740","volume":"7","author":"D. Hsieh","year":"1989","unstructured":"Hsieh, D. (1989). \u201cModeling Heteroskedasticity in Daily Foreign Exchange Rates.\u201d Journal of Business and Economic Statistics, 7, 307\u2013317.","journal-title":"Journal of Business and Economic Statistics"},{"key":"116_CR38","doi-asserted-by":"crossref","first-page":"465","DOI":"10.2307\/2331128","volume":"33","author":"G.J. Jiang","year":"1998","unstructured":"Jiang, G.J. (1998). \u201cNonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities.\u201d Journal of Financial and Quantitative Analysis, 33, 465\u2013497.","journal-title":"Journal of Financial and Quantitative Analysis"},{"key":"116_CR39","doi-asserted-by":"crossref","first-page":"793","DOI":"10.1093\/rfs\/hhg014","volume":"16","author":"C.S. Jones","year":"2003","unstructured":"Jones, C.S. (2003). \u201cNonlinear Mean Reversion in the Short-Term Interest Rate.\u201d Review of Financial Studies, 16, 793\u2013843.","journal-title":"Review of Financial Studies"},{"key":"116_CR40","doi-asserted-by":"crossref","unstructured":"Koedijk, K.G., F.G.J.A. Nissen, P.C., Schotman, and C.C.P. Wolff. (1997). \u201cThe Dynamics of Short-Term Interest Rate Volatility Reconsidered.\u201d European Finance Review, 1, 105\u2013130.","DOI":"10.1023\/A:1009714314989"},{"key":"116_CR41","doi-asserted-by":"crossref","first-page":"1259","DOI":"10.1111\/j.1540-6261.1992.tb04657.x","volume":"47","author":"F.A. Longstaff","year":"1992","unstructured":"Longstaff, F.A. and E.S. Schwartz. (1992). \u201cInterest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model.\u201d Journal of Finance, 47, 1259\u20131282.","journal-title":"Journal of Finance"},{"key":"116_CR42","doi-asserted-by":"crossref","first-page":"635","DOI":"10.1111\/j.1540-6261.1983.tb02275.x","volume":"38","author":"T.A. Marsh","year":"1983","unstructured":"Marsh, T.A. and E.R. Rosenfeld. (1983). \u201cStochastic Processes for Interest Rates and Equilibrium Bond Prices.\u201d Journal of Finance, 38, 635\u2013646.","journal-title":"Journal of Finance"},{"key":"116_CR43","doi-asserted-by":"crossref","first-page":"141","DOI":"10.2307\/3003143","volume":"4","author":"R.C. Merton","year":"1973","unstructured":"Merton, R.C. (1973). \u201cTheory of Rational Option Pricing.\u201d Bell Journal of Economics and Management Science, 4, 141\u2013183.","journal-title":"Bell Journal of Economics and Management Science"},{"key":"116_CR44","doi-asserted-by":"crossref","first-page":"347","DOI":"10.2307\/2938260","volume":"59","author":"D.B. Nelson","year":"1991","unstructured":"Nelson, D.B. (1991). \u201cConditional Heteroscedasticity in Asset Returns: A New Approach.\u201d Econometrica, 59, 347\u2013370.","journal-title":"Econometrica"},{"key":"116_CR45","doi-asserted-by":"crossref","first-page":"703","DOI":"10.2307\/1913610","volume":"55","author":"W.K. Newey","year":"1987","unstructured":"Newey, W.K. and K.D. West. (1987). \u201cA Simple, Heteroskedastic and Autocorrelation Consistent Covariance Matrix.\u201d Econometrica, 55, 703\u2013708.","journal-title":"Econometrica"},{"key":"116_CR46","doi-asserted-by":"crossref","first-page":"449","DOI":"10.1093\/rfs\/11.3.449","volume":"11","author":"M. Pritsker","year":"1998","unstructured":"Pritsker, M. (1998). \u201cNonparametric Density Estimation and Tests of Continuous Time interest Rate Models.\u201d Review of Financial Studies, 11, 449\u2013487.","journal-title":"Review of Financial Studies"},{"key":"116_CR47","doi-asserted-by":"crossref","first-page":"1115","DOI":"10.1111\/j.1540-6261.1989.tb02647.x","volume":"44","author":"G.W. Schwert","year":"1989","unstructured":"Schwert, G.W. (1989). \u201cWhy Does Stock Market Volatility Change Over Time?\u201d Journal of Finance, 44, 1115\u20131153.","journal-title":"Journal of Finance"},{"key":"116_CR48","doi-asserted-by":"crossref","first-page":"639","DOI":"10.2307\/2298081","volume":"62","author":"E. Sentana","year":"1995","unstructured":"Sentana, E. (1995) \u201cQuadratic ARCH Models.\u201d Review of Economic Studies, 62, 639\u2013661.","journal-title":"Review of Economic Studies"},{"key":"116_CR49","doi-asserted-by":"crossref","first-page":"1973","DOI":"10.1111\/j.1540-6261.1997.tb02748.x","volume":"52","author":"R. Stanton","year":"1997","unstructured":"Stanton, R. (1997) \u201cA Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk.\u201d Journal of Finance, 52, 1973\u20132002.","journal-title":"Journal of Finance"},{"key":"116_CR50","first-page":"296","volume":"31","author":"M.T.H. Subbotin","year":"1923","unstructured":"Subbotin, M.T.H. (1923). \u201cOn the Law of Frequency of Error.\u201d Matematicheskii Sbornik, 31, 296\u2013301.","journal-title":"Matematicheskii Sbornik"},{"key":"116_CR51","volume-title":"Modeling Financial Time Series","author":"S.J. Taylor","year":"1986","unstructured":"Taylor, S.J. (1986). Modeling Financial Time Series. New York: Wiley."},{"key":"116_CR52","doi-asserted-by":"crossref","first-page":"193","DOI":"10.1111\/j.1540-6288.1994.tb00818.x","volume":"39","author":"P. Theodossiou","year":"1994","unstructured":"Theodossiou, P. (1994). \u201cThe Stochastic Properties of Major Canadian Exchange Rates.\u201d Financial Review, 39, 193\u2013221.","journal-title":"Financial Review"},{"key":"116_CR53","unstructured":"Theodossiou, P. (2001). \u201cSkewness and Kurtosis in Financial Data and the Pricing of Options.\u201d Working Paper, Rutgers University."},{"key":"116_CR54","doi-asserted-by":"crossref","first-page":"177","DOI":"10.1016\/0304-405X(77)90016-2","volume":"5","author":"O. Vasicek","year":"1977","unstructured":"Vasicek, O. (1977) \u201cAn Equilibrium Characterization of the Term Structure.\u201d Journal of Financial Economics, 5, 177\u2013188.","journal-title":"Journal of Financial Economics"},{"key":"116_CR55","doi-asserted-by":"crossref","first-page":"931","DOI":"10.1016\/0165-1889(94)90039-6","volume":"18","author":"J.-M. Zakoian","year":"1994","unstructured":"Zakoian, J.-M. (1994). \u201cThreshold Heteroscedastic Models.\u201d Journal of Economic Dynamics and Control, 18, 931\u2013995.","journal-title":"Journal of Economic Dynamics and Control"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-006-0116-6.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10479-006-0116-6\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-006-0116-6","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,1,12]],"date-time":"2025-01-12T07:19:16Z","timestamp":1736666356000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10479-006-0116-6"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2006,12,7]]},"references-count":55,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2007,2,22]]}},"alternative-id":["116"],"URL":"https:\/\/doi.org\/10.1007\/s10479-006-0116-6","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"value":"0254-5330","type":"print"},{"value":"1572-9338","type":"electronic"}],"subject":[],"published":{"date-parts":[[2006,12,7]]}}}