Volatility Estimation When the Zero-Process is Nonstationary

Christian Francq and Genaro Sucarrat
Additional contact information
Genaro Sucarrat: BI Norwegian Business School [Oslo]

Post-Print from HAL

Date: 2021-12-17
References: Add references at CitEc
Citations:

Published in Journal of Business and Economic Statistics, 2021, 41 (1), pp.53-66. ⟨10.1080/07350015.2021.1999821⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Volatility Estimation When the Zero-Process is Nonstationary (2022)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05417244

DOI: 10.1080/07350015.2021.1999821

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().