%0 Journal Article %1 Hillebrand2005 %A Hillebrand, Eric %D 2005 %J Journal of Econometrics %K Spurious long memory %N 1-2 %P 121--138 %T Neglecting parameter changes in GARCH models %U http://www.sciencedirect.com/science/article/B6VC0-4FFN4XT-1/2/4872b84d89271afe694fe92b1bcca535 %V 129

@article{Hillebrand2005, added-at = {2008-04-21T22:02:42.000+0200}, author = {Hillebrand, Eric}, biburl = {https://www.bibsonomy.org/bibtex/28b314900f712d69a28dc0832e162342b/smicha}, description = {Journal of Econometrics}, interhash = {f0d89e5e4a356633dfa7c880dc6746d0}, intrahash = {8b314900f712d69a28dc0832e162342b}, journal = {Journal of Econometrics}, keywords = {Spurious long memory}, month = {00}, number = {1-2}, pages = {121--138}, timestamp = {2008-04-21T22:03:55.000+0200}, title = {Neglecting parameter changes in GARCH models}, url = {http://www.sciencedirect.com/science/article/B6VC0-4FFN4XT-1/2/4872b84d89271afe694fe92b1bcca535}, volume = 129, year = 2005 }