%0 Journal Article %1 Duan1997 %A Duan, Jin-Chuan %D 1997 %J Journal of Econometrics %K Local time %N 1 %P 97--127 %T Augmented GARCH (p,q) process and its diffusion limit %U http://www.sciencedirect.com/science/article/B6VC0-3SWTP91-5/2/cfc011936aff4c4db4ff7c57ff0d1c2a %V 79

@article{Duan1997, added-at = {2008-04-21T22:02:42.000+0200}, author = {Duan, Jin-Chuan}, biburl = {https://www.bibsonomy.org/bibtex/21c064ebe2c57cfa43b9d45acc3fdfcbd/smicha}, description = {Journal of Econometrics}, interhash = {4b7ea87ff0a421dfc7e6e0cc088ff651}, intrahash = {1c064ebe2c57cfa43b9d45acc3fdfcbd}, journal = {Journal of Econometrics}, keywords = {Local time}, month = Jul, number = 1, pages = {97--127}, timestamp = {2008-04-21T22:05:35.000+0200}, title = {Augmented GARCH (p,q) process and its diffusion limit}, url = {http://www.sciencedirect.com/science/article/B6VC0-3SWTP91-5/2/cfc011936aff4c4db4ff7c57ff0d1c2a}, volume = 79, year = 1997 }