Imperial College London

Walter Distaso

Business School

Professor of Financial Econometrics
 
 
 
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Contact

 

+44 (0)20 7594 3293w.distaso Website

 
 
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Location

 

3.0253 Prince's GateSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Corradi:2011,
author = {Corradi, V and Distaso, W and Swanson, NR},
journal = {Journal of the American Statistical Association},
pages = {1496--1512},
title = {Predictive Inference for Integrated Volatility},
volume = {106},
year = {2011}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Corradi,V
AU - Distaso,W
AU - Swanson,NR
EP - 1512
PY - 2011///
SP - 1496
TI - Predictive Inference for Integrated Volatility
T2 - Journal of the American Statistical Association
VL - 106
ER -