Imperial College London

Emeritus ProfessorTonyConstantinides

Faculty of EngineeringDepartment of Electrical and Electronic Engineering

Honorary Emeritus Professor of Comm & Signal Processing
 
 
 
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Contact

 

+44 (0)20 7594 6231a.constantinides

 
 
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Assistant

 

Miss Vanessa Rodriguez-Gonzalez +44 (0)20 7594 6267

 
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Location

 

618Electrical EngineeringSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Tobar:2014,
author = {Tobar, FA and Orchard, ME and Mandic, DP and Constantinides, AG},
pages = {318--324},
publisher = {IEEE},
title = {Estimation of Financial Indices Volatility Using a Model with Time-Varying Parameters},
url = {https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000353644000048&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb},
year = {2014}
}

RIS format (EndNote, RefMan)

TY  - CPAPER
AU - Tobar,FA
AU - Orchard,ME
AU - Mandic,DP
AU - Constantinides,AG
EP - 324
PB - IEEE
PY - 2014///
SN - 2380-8454
SP - 318
TI - Estimation of Financial Indices Volatility Using a Model with Time-Varying Parameters
UR - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000353644000048&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
ER -