Imperial College London

ProfessorPaoloZaffaroni

Business School

Professor of Financial Econometrics
 
 
 
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Contact

 

+44 (0)20 7594 9186p.zaffaroni

 
 
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Location

 

Business School BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Zaffaroni:2006,
author = {Zaffaroni, P},
journal = {Journal of Time Series Analysis},
pages = {521--544},
title = {Contemporaneous Aggregation of GARCH Processes},
url = {http://hdl.handle.net/10044/1/646},
volume = {28},
year = {2006}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Zaffaroni,P
EP - 544
PY - 2006///
SP - 521
TI - Contemporaneous Aggregation of GARCH Processes
T2 - Journal of Time Series Analysis
UR - http://hdl.handle.net/10044/1/646
VL - 28
ER -