APA (7th ed.) Citation
Duan, J. (1997). Augmented GARCH (p,q) process and its diffusion limit. Journal of Econometrics, 79, 97-128.
Chicago Style (17th ed.) Citation
Duan, Jin-Chuan. "Augmented GARCH (p,q) Process and Its Diffusion Limit." Journal of Econometrics 79 (1997): 97-128.
MLA (9th ed.) Citation
Duan, Jin-Chuan. "Augmented GARCH (p,q) Process and Its Diffusion Limit." Journal of Econometrics, vol. 79, 1997, pp. 97-128.
Warning: These citations may not always be 100% accurate.