BibTex format
@article{Zaffaroni:2007:10.1016/j.jeconom.2006.03.002,
author = {Zaffaroni, P},
doi = {10.1016/j.jeconom.2006.03.002},
journal = {JOURNAL OF ECONOMETRICS},
pages = {237--249},
title = {Aggregation and memory of models of changing volatility},
url = {http://dx.doi.org/10.1016/j.jeconom.2006.03.002},
volume = {136},
year = {2007}
}