@misc{cryptoeprint:2006:440,
author = {Jun Zhong Dake He},
title = {A New Type of Group Signature Scheme},
howpublished = {Cryptology ePrint Archive, Report 2006/440},
year = {2006},
note = {\url{http://eprint.iacr.org/}},
}
You will need the url.sty package (comes with most LaTeX installations) for the last line. Otherwise, remove the \url command.