Imperial College London

ProfessorRustamIbragimov

Business School

Professor of Finance and Econometrics
 
 
 
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Contact

 

+44 (0)20 7594 9344i.rustam Website CV

 
 
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Location

 

40953 Prince's GateSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Ibragimov:2017:10.1214/14-ps233,
author = {Ibragimov, R and Lentzas, G},
doi = {10.1214/14-ps233},
journal = {Probability Surveys},
pages = {289--327},
title = {Copulas and long memory},
url = {http://dx.doi.org/10.1214/14-ps233},
volume = {14},
year = {2017}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Ibragimov,R
AU - Lentzas,G
DO - 10.1214/14-ps233
EP - 327
PY - 2017///
SP - 289
TI - Copulas and long memory
T2 - Probability Surveys
UR - http://dx.doi.org/10.1214/14-ps233
UR - http://hdl.handle.net/10044/1/67775
VL - 14
ER -