@article{journals/csda/BordignonCL07, title = {Generalised long-memory GARCH models for intra-daily volatility.}, author = {Silvano Bordignon and Massimiliano Caporin and Francesco Lisi}, journal = {Computational Statistics & Data Analysis}, number = {12}, pages = {5900-5912}, url = {http://dblp.uni-trier.de/db/journals/csda/csda51.html#BordignonCL07}, volume = {51}, year = {2007}, biburl = {http://www.bibsonomy.org/bibtex/21bd044551cec61c7bc5089dbfe709248/dblp}, description = {dblp}, ee = {http://dx.doi.org/10.1016/j.csda.2006.11.004}, date = {2008-03-10}, keywords = {dblp } }