%0 Journal Article %1 Drost1996 %A Drost, Feike C. %A Werker, Bas J. M. %D 1996 %J Journal of Econometrics %K Continuous modeling time %N 1 %P 31--57 %T Closing the GARCH gap: Continuous time GARCH modeling %U http://www.sciencedirect.com/science/article/B6VC0-3XDS2R2-3/2/7aea05312ace7f836a1ff1e74090105e %V 74

@article{Drost1996, added-at = {2008-04-21T22:02:42.000+0200}, author = {Drost, Feike C. and Werker, Bas J. M.}, biburl = {https://www.bibsonomy.org/bibtex/268a02c1af430f8ca733c524deb935e6f/smicha}, description = {Journal of Econometrics}, interhash = {cc37bbff2196d870d20913c5b36b21c0}, intrahash = {68a02c1af430f8ca733c524deb935e6f}, journal = {Journal of Econometrics}, keywords = {Continuous modeling time}, month = Sep, number = 1, pages = {31--57}, timestamp = {2008-04-21T22:05:51.000+0200}, title = {Closing the GARCH gap: Continuous time GARCH modeling}, url = {http://www.sciencedirect.com/science/article/B6VC0-3XDS2R2-3/2/7aea05312ace7f836a1ff1e74090105e}, volume = 74, year = 1996 }