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{Pesaran:2009:10.1016/j.jempfin.2008.08.001,
author = {Pesaran, MH and Schleicher, C and Zaffaroni, P},
doi = {10.1016/j.jempfin.2008.08.001},
journal = {JOURNAL OF EMPIRICAL FINANCE},
pages = {280--305},
title = {Model averaging in risk management with an application to futures markets},
url = {http://dx.doi.org/10.1016/j.jempfin.2008.08.001},
volume = {16},
year = {2009}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Pesaran,MH
AU  - Schleicher,C
AU  - Zaffaroni,P
DO  - 10.1016/j.jempfin.2008.08.001
EP  - 305
PY  - 2009///
SN  - 0927-5398
SP  - 280
TI  - Model averaging in risk management with an application to futures markets
T2  - JOURNAL OF EMPIRICAL FINANCE
UR  - http://dx.doi.org/10.1016/j.jempfin.2008.08.001
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000264078700008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 16
ER  -
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