ProfessorPaoloZaffaroni

Business School

Professor of Financial Econometrics

Contact

+44 (0)20 7594 9186p.zaffaroni

Location

Business School BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Zaffaroni:2004:10.1017/S0266466604201062,
author = {Zaffaroni, P},
doi = {10.1017/S0266466604201062},
journal = {ECONOMETRIC THEORY},
pages = {147--160},
title = {Stationarity and memory of ARCH(∞) models},
url = {http://dx.doi.org/10.1017/S0266466604201062},
volume = {20},
year = {2004}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Zaffaroni,P
DO  - 10.1017/S0266466604201062
EP  - 160
PY  - 2004///
SN  - 0266-4666
SP  - 147
TI  - Stationarity and memory of ARCH(∞) models
T2  - ECONOMETRIC THEORY
UR  - http://dx.doi.org/10.1017/S0266466604201062
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187999400006&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 20
ER  -

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