@misc{Jobst2003,
  author    = {Andreas A. Jobst},
  title     = {European Securitisation : a GARCH model of CDO, MBS and Pfandbrief spreads},
  booktitle = {Universit{\"a}t Frankfurt am Main. Fachbereich Wirtschaftswissenschaften: [Working paper series / Finance and accounting] Working paper series, Finance \& Accounting ; No. 121},
  number    = {November 2003},
  institution = {Wirtschaftswissenschaften},
  series    = {Working paper series / Johann-Wolfgang-Goethe-Universit{\"a}t Frankfurt am Main, Fachbereich Wirtschaftswissenschaften : Finance \& Accounting},
  number    = {121},
  type      = {workingpaper},
  pages     = {65},
  year        = {2003},
}