Augmented GARCH\((p,q)\) process and its diffusion limit

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Publication:1362059

DOI10.1016/S0304-4076(97)00009-2zbMath0898.62141MaRDI QIDQ1362059

Jin-Chuan Duan

Publication date: 3 November 1998

Published in: Journal of Econometrics (Search for Journal in Brave)





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