Showing 1 - 4 results of 4 for search 'Zaffaroni, Paolo', query time: 0.07s Refine Results
  1. 1
    Nonlinear long memory models with applications in finance
    by Zaffaroni, Paolo
    Published 1997
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  2. 2
    Dynamic modelling of irregular times, prices and volumes at high frequencies
    by Shenai, Nikhil
    Published 2012
    Other Authors: “...Zaffaroni, Paolo...”
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  3. 3
    The performance persistence, flow and survival of systematic and discretionary Commodity Trading Advisors (CTAs)
    by Arnold, Julia
    Published 2013
    Other Authors: “...Kosowski, Robert : Zaffaroni, Paolo...”
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  4. 4
    Model averaging for volatility forecasting, option pricing and asset allocation
    by Papadaki, Georgia
    Published 2011
    Other Authors: “...Zaffaroni, Paolo ; Meade, Nigel...”
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