Include \usepackage{color,hyperref} with Preamble for clickable link in blue. Compile with pdflatex.
@unpublished{K:SVRT,
author = {Kettler, Paul Carlisle},
title = {A stochastic variance ratio test to discriminate between time and space effects of discrepancy between filtrations},
note = {Preprint \#1, Pure Mathematics, Department of Mathematics, University of Oslo, \textcolor{blue}{\url{www.paulcarlislekettler.net/docs/R2.pdf}}},
month = {Jan.},
year = {2009}}