Volatility Estimation When the Zero-Process is Nonstationary

DOI10.1080/07350015.2021.1999821zbMath1542.62136MaRDI QIDQ6586884

Genaro Sucarrat, Christian Francq

Publication date: 13 August 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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