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{Abadir:2009,
author = {Abadir, KM and Distaso, W and Giraitis, L},
journal = {Journal of Econometrics},
pages = {56--70},
title = {Two estimators of the long-run variance: beyond short memory},
url = {http://hdl.handle.net/10044/1/15605},
volume = {150},
year = {2009}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Abadir,KM
AU - Distaso,W
AU - Giraitis,L
EP - 70
PY - 2009///
SP - 56
TI - Two estimators of the long-run variance: beyond short memory
T2 - Journal of Econometrics
UR - http://hdl.handle.net/10044/1/15605
VL - 150
ER -