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:2003:10.1016/S0304-4076(03)00096-4,
author = {Zaffaroni, P and d'Italia, B},
doi = {10.1016/S0304-4076(03)00096-4},
journal = {JOURNAL OF ECONOMETRICS},
pages = {199--258},
title = {Gaussian inference on certain long-range dependent volatility models},
url = {http://dx.doi.org/10.1016/S0304-4076(03)00096-4},
volume = {115},
year = {2003}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Zaffaroni,P
AU - d'Italia,B
DO - 10.1016/S0304-4076(03)00096-4
EP - 258
PY - 2003///
SN - 0304-4076
SP - 199
TI - Gaussian inference on certain long-range dependent volatility models
T2 - JOURNAL OF ECONOMETRICS
UR - http://dx.doi.org/10.1016/S0304-4076(03)00096-4
UR - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000183736800001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL - 115
ER -