@article{4614,
  author       = {{Feng, Yuanhua and Beran, J. and Yu, K.}},
  issn         = {{1471-678X}},
  journal      = {{IMA Journal of Management Mathematics}},
  number       = {{4}},
  pages        = {{395--412}},
  publisher    = {{Oxford University Press (OUP)}},
  title        = {{{Modelling financial time series with SEMIFAR GARCH model}}},
  doi          = {{10.1093/imaman/dpm024}},
  volume       = {{18}},
  year         = {{2007}},
}