Augmented GARCH (p,q) process and its diffusion limit
- 1 July 1997
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 79 (1) , 97-127
- https://doi.org/10.1016/s0304-4076(97)00009-2
Abstract
No abstract availableThis publication has 31 references indexed in Scilit:
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