%0 Journal Article %1 Robinson2001 %A Robinson, P. M. %D 2001 %J Journal of Econometrics %K Gaussian Nonlinear functions of processes %N 2 %P 195--218 %T The memory of stochastic volatility models %U http://www.sciencedirect.com/science/article/B6VC0-42C79XY-1/2/124ed22b65834e2bbaa04f9a6c5d3b15 %V 101

@article{Robinson2001, added-at = {2008-04-21T22:02:42.000+0200}, author = {Robinson, P. M.}, biburl = {https://www.bibsonomy.org/bibtex/2572d0ea5bf6052473c7e8139a4395e26/smicha}, description = {Journal of Econometrics}, interhash = {de8d0ccab20dcfa45fcb1da4fa59bd8e}, intrahash = {572d0ea5bf6052473c7e8139a4395e26}, journal = {Journal of Econometrics}, keywords = {Gaussian Nonlinear functions of processes}, month = Apr, number = 2, pages = {195--218}, timestamp = {2008-04-21T22:04:54.000+0200}, title = {The memory of stochastic volatility models}, url = {http://www.sciencedirect.com/science/article/B6VC0-42C79XY-1/2/124ed22b65834e2bbaa04f9a6c5d3b15}, volume = 101, year = 2001 }