Imperial College London
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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{Avarucci:2013:10.1017/S0266466612000473,
author = {Avarucci, M and Beutner, E and Zaffaroni, P},
doi = {10.1017/S0266466612000473},
journal = {ECONOMETRIC THEORY},
pages = {545--566},
title = {ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS},
url = {http://dx.doi.org/10.1017/S0266466612000473},
volume = {29},
year = {2013}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Avarucci,M
AU  - Beutner,E
AU  - Zaffaroni,P
DO  - 10.1017/S0266466612000473
EP  - 566
PY  - 2013///
SN  - 0266-4666
SP  - 545
TI  - ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS
T2  - ECONOMETRIC THEORY
UR  - http://dx.doi.org/10.1017/S0266466612000473
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000319286400004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 29
ER  -
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