%0 Journal Article %1 Baillie1996a %A Baillie, Richard T. %A Bollerslev, Tim %A Mikkelsen, Hans Ole %D 1996 %J Journal of Econometrics %K Exchange rate volatility %N 1 %P 3--30 %T Fractionally integrated generalized autoregressive conditional heteroskedasticity %U http://www.sciencedirect.com/science/article/B6VC0-3XDS2R2-2/2/88e7ba06814036ea1e1394bd643cef2e %V 74

@article{Baillie1996a, added-at = {2008-04-21T22:02:42.000+0200}, author = {Baillie, Richard T. and Bollerslev, Tim and Mikkelsen, Hans Ole}, biburl = {https://www.bibsonomy.org/bibtex/274e03b070e8b836098c25f6128c5bb17/smicha}, description = {Journal of Econometrics}, interhash = {22e947a1b33bc257bac486bd9edd0491}, intrahash = {74e03b070e8b836098c25f6128c5bb17}, journal = {Journal of Econometrics}, keywords = {Exchange rate volatility}, month = Sep, number = 1, pages = {3--30}, timestamp = {2008-04-21T22:05:51.000+0200}, title = {Fractionally integrated generalized autoregressive conditional heteroskedasticity}, url = {http://www.sciencedirect.com/science/article/B6VC0-3XDS2R2-2/2/88e7ba06814036ea1e1394bd643cef2e}, volume = 74, year = 1996 }