@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042081,
 author = {Ishida, Isao and Toshiaki, Watanabe},
 month = {Jan},
 note = {application/pdf, 本文フィルはリンク先を参照のこと},
 title = {Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model},
 year = {2009}
}