Walter Distaso

Business School

Professor of Financial Econometrics

Contact

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

Location

3.0253 Prince's GateSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Distaso:2003,
author = {Distaso, W},
journal = {ECONOMETRIC THEORY},
pages = {412--413},
title = {ARMA representation of squared Markov switching heteroskedastic models - Solution},
url = {https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000181722700009&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb},
volume = {19},
year = {2003}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Distaso,W
EP  - 413
PY  - 2003///
SN  - 0266-4666
SP  - 412
TI  - ARMA representation of squared Markov switching heteroskedastic models - Solution
T2  - ECONOMETRIC THEORY
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000181722700009&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 19
ER  -

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