@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042426,
 author = {Chan, Felix and Michael, McAleer},
 month = {Mar},
 note = {application/pdf, 本文フィルはリンク先を参照のこと},
 title = {On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models},
 year = {2003}
}