Imperial College London
Portrait Picture

ProfessorEmmaMcCoy

Faculty of Natural Sciences, Department of Mathematics

Academic Visitor
 
 
 
//

Contact

 

e.mccoy

 
 
//

Assistant

 

Ms Gemma Sutcliffe +44 (0)20 7594 8807

 
//

Location

 

4.09Faculty BuildingSouth Kensington Campus

//

Summary

 

Publications

Citation

BibTex format

@article{Hodges:2001,
author = {Hodges, SD and Roberts, G and Papaspiliopoulos, O and Sentana, E and Bingham, NH and Cox, DR and Nicolato, E and Venardos, E and Critchley, F and Davis, MHA and Tompkins, R and Benth, FE and Karlsen, KH and Reikvam, K and Brockwell, PJ and Davis, RA and Christensen, BJ and Dellaportas, P and McCoy, EJ and Stephens, DA and Diebold, FX and Frühwirth-Schnatter, S and Genon-Catalot, V and Larédo, C and Grange, CWJ and Griffin, JE and Steel, MFJ and Hobson, D and Jensen, JL and Jones, MC and Lawrance, AJ and Ledford, AW and Leonenko, NN and Levendorskii, S and Mandelbrot, BB and Meddahi, N and Pitt, MK and Priestley, MB and Renault, E and Rosinski, J and Sato, K and Taylor, SJ and Tong, H and Yang, H and Veretennikov, AY and Walker, SG and Werker, BJM and Wood, A},
journal = {JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY},
pages = {208--241},
title = {Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics -: Discussion},
url = {https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000168837200002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb},
volume = {63},
year = {2001}
}
Download

RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Hodges,SD
AU  - Roberts,G
AU  - Papaspiliopoulos,O
AU  - Sentana,E
AU  - Bingham,NH
AU  - Cox,DR
AU  - Nicolato,E
AU  - Venardos,E
AU  - Critchley,F
AU  - Davis,MHA
AU  - Tompkins,R
AU  - Benth,FE
AU  - Karlsen,KH
AU  - Reikvam,K
AU  - Brockwell,PJ
AU  - Davis,RA
AU  - Christensen,BJ
AU  - Dellaportas,P
AU  - McCoy,EJ
AU  - Stephens,DA
AU  - Diebold,FX
AU  - Frühwirth-Schnatter,S
AU  - Genon-Catalot,V
AU  - Larédo,C
AU  - Grange,CWJ
AU  - Griffin,JE
AU  - Steel,MFJ
AU  - Hobson,D
AU  - Jensen,JL
AU  - Jones,MC
AU  - Lawrance,AJ
AU  - Ledford,AW
AU  - Leonenko,NN
AU  - Levendorskii,S
AU  - Mandelbrot,BB
AU  - Meddahi,N
AU  - Pitt,MK
AU  - Priestley,MB
AU  - Renault,E
AU  - Rosinski,J
AU  - Sato,K
AU  - Taylor,SJ
AU  - Tong,H
AU  - Yang,H
AU  - Veretennikov,AY
AU  - Walker,SG
AU  - Werker,BJM
AU  - Wood,A
EP  - 241
PY  - 2001///
SN  - 1369-7412
SP  - 208
TI  - Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics -: Discussion
T2  - JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000168837200002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 63
ER  -
Download