Augmented GARCH(p, q) process and its diffusion limit
Year of publication: |
1997
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Authors: | Duan, Jin-Chuan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 79.1997, 1, p. 97-128
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