@article{econhot_econhot-cited-225753d0057717c5,
  title = {Fractionally integrated generalized autoregressive conditional heteroskedasticity},
  author = {Richard T. Baillie and Tim Bollerslev and Hans Ole Mikkelsen},
  journal = {Journal of Econometrics},
  year = {1996},
  volume = {74},
  number = {1},
  pages = {3-30},
  doi = {10.1016/s0304-4076(95)01749-6},
  url = {https://doi.org/10.1016/s0304-4076(95)01749-6}
}