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smicha's BibTeX entry:  

Some statistical results on autoregressive conditionally heteroscedastic models

Journal of Statistical Planning and Inference, 68(1): 193--202, 1998.
Authors: Esmeralda Gon\c{c}alves and Nazar{\'e}Mendes Lopes
URL: http://www.sciencedirect.com/science/article/B6V0M-3TC1T93-C/1/694001612cba7b15d95743329e50d8a0
Tags: Conditionally heteroscedastic series time
| URL | BibTeX  
@article{Gon�alves1998,
title = {Some statistical results on autoregressive conditionally heteroscedastic models},
author = {Esmeralda Gon\c{c}alves and Nazar{\'e}Mendes Lopes},
day = {01},
journal = {Journal of Statistical Planning and Inference},
month = {May},
number = {1},
pages = {193--202},
url = {http://www.sciencedirect.com/science/article/B6V0M-3TC1T93-C/1/694001612cba7b15d95743329e50d8a0},
volume = {68},
year = {1998},
keywords = {Conditionally heteroscedastic series time }
}