TY  - JOUR
TI  - Fractionally integrated generalized autoregressive conditional heteroskedasticity
AU  - Richard T. Baillie
AU  - Tim Bollerslev
AU  - Hans Ole Mikkelsen
JO  - Journal of Econometrics
PY  - 1996
VL  - 74
IS  - 1
DO  - 10.1016/s0304-4076(95)01749-6
UR  - https://doi.org/10.1016/s0304-4076(95)01749-6
ER  -