Augmented GARCH (p,q) process and its diffusion limit
| Year of publication: |
1997
|
|---|---|
| Authors: | Duan, Jin-Chuan |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 79.1997, 1, p. 97-127
|
| Publisher: |
Elsevier |