%0 Journal Article %1 Liu2000 %A Liu, Ming %D 2000 %J Journal of Econometrics %K Stochastic model volatility %N 1 %P 139--171 %T Modeling long memory in stock market volatility %U http://www.sciencedirect.com/science/article/B6VC0-40V4D9P-N/2/954692e3a3baaab80735ec77fda63986 %V 99

@article{Liu2000, added-at = {2008-04-21T22:02:42.000+0200}, author = {Liu, Ming}, biburl = {https://www.bibsonomy.org/bibtex/269eda80697398dd8fd52e8a1b48aceaa/smicha}, description = {Journal of Econometrics}, interhash = {e5e7fefb95805d26b486c0e6ef190fa4}, intrahash = {69eda80697398dd8fd52e8a1b48aceaa}, journal = {Journal of Econometrics}, keywords = {Stochastic model volatility}, month = Nov, number = 1, pages = {139--171}, timestamp = {2008-04-21T22:05:02.000+0200}, title = {Modeling long memory in stock market volatility}, url = {http://www.sciencedirect.com/science/article/B6VC0-40V4D9P-N/2/954692e3a3baaab80735ec77fda63986}, volume = 99, year = 2000 }