TY  - JOUR
TI  - Modeling and pricing long memory in stock market volatility
AU  - Tim Bollerslev
AU  - Hans Ole Mikkelsen
JO  - Journal of Econometrics
PY  - 1996
VL  - 73
IS  - 1
DO  - 10.1016/0304-4076(95)01736-4
UR  - https://doi.org/10.1016/0304-4076(95)01736-4
ER  -