@techreport{Brockwell2005continuous,
address = {M\"{u}nchen},
author = {Peter J. Brockwell and Erdenebaatar Chadraa and Alexander M. Lindner},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {C23; 310},
language = {eng},
note = {urn:nbn:de:bvb:19-epub-1797-6},
number = {428},
publisher = {Techn. Univ.; Sonderforschungsbereich 386, Statistische Analyse Diskreter Strukturen},
title = {A continuous time GARCH process of higher order},
type = {Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universit\"{a}t M\"{u}nchen},
url = {http://hdl.handle.net/10419/31103},
year = {2005}
}
