@article{Beran2007, title = {ON M-Estimation Under Long-Range Dependence in Volatility}, author = {Jan Beran}, day = {01}, journal = {Journal of Time Series Analysis}, month = {Jan}, note = {doi: 10.1111/j.1467-9892.2006.00506.x}, number = {1}, pages = {138--153}, url = {http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2006.00506.x}, volume = {28}, year = {2007}, biburl = {http://www.bibsonomy.org/bibtex/239702b9f8088eb425ddabdec56a0cf24/smicha}, keywords = {imported } }