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:2008:10.1111/j.1467-9892.2007.00571.x,
author = {Zaffaroni, P},
doi = {10.1111/j.1467-9892.2007.00571.x},
journal = {JOURNAL OF TIME SERIES ANALYSIS},
pages = {581--599},
title = {Large-scale volatility models: Theoretical properties of professionals' practice},
url = {http://dx.doi.org/10.1111/j.1467-9892.2007.00571.x},
volume = {29},
year = {2008}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Zaffaroni,P
DO - 10.1111/j.1467-9892.2007.00571.x
EP - 599
PY - 2008///
SN - 0143-9782
SP - 581
TI - Large-scale volatility models: Theoretical properties of professionals' practice
T2 - JOURNAL OF TIME SERIES ANALYSIS
UR - http://dx.doi.org/10.1111/j.1467-9892.2007.00571.x
UR - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000255213200009&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL - 29
ER -