@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042144,
 author = {Tansuchat, Roengchai and Chang, Chia-Lin and McAleer, Michael},
 month = {Oct},
 note = {application/pdf, 本文フィルはリンク先を参照のこと},
 title = {Modelling Long Memory Volatility in Agricultural Commodity Futures Returns},
 year = {2009}
}