@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042140, author = {McAleer, Michael and Medeiros, Marcelo C.}, month = {Oct}, note = {application/pdf, 本文フィルはリンク先を参照のこと}, title = {Forecasting Realized Volatility with Linear and Nonlinear Models}, year = {2009} }