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{Hidalgo:2007:10.1016/j.jeconom.2006.11.008,
author = {Hidalgo, J and Zaffaroni, P},
doi = {10.1016/j.jeconom.2006.11.008},
journal = {JOURNAL OF ECONOMETRICS},
pages = {973--1013},
title = {A goodness-of-fit test for ARCH(∞) models},
url = {http://dx.doi.org/10.1016/j.jeconom.2006.11.008},
volume = {141},
year = {2007}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Hidalgo,J
AU - Zaffaroni,P
DO - 10.1016/j.jeconom.2006.11.008
EP - 1013
PY - 2007///
SN - 0304-4076
SP - 973
TI - A goodness-of-fit test for ARCH(∞) models
T2 - JOURNAL OF ECONOMETRICS
UR - http://dx.doi.org/10.1016/j.jeconom.2006.11.008
UR - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000250871900023&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL - 141
ER -