@article{Drost1996,
	title = {Closing the GARCH gap: Continuous time GARCH modeling},
	author = {Feike C. Drost and Bas J. M. Werker},
	journal = {Journal of Econometrics},
	month = {Sep},
	number = {1},
	pages = {31--57},
	url = {http://www.sciencedirect.com/science/article/B6VC0-3XDS2R2-3/2/7aea05312ace7f836a1ff1e74090105e},
	volume = {74},
	year = {1996},
	biburl = {http://www.bibsonomy.org/bibtex/268a02c1af430f8ca733c524deb935e6f/smicha},
	description = {Journal of Econometrics},
	keywords = {Continuous modeling time }
}