Rolling volatility estimators: Some new theoretical, simulation and empirical results

E. Andreou, E. Ghysels

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	363-376
Number of pages	13
Journal	Journal of Business and Economic Statistics
Volume	20
Issue number	3
Publication status	Published - 2002

Cite this

@article{c79fce0414684ca78041e28bc1738d5e,

title = "Rolling volatility estimators: Some new theoretical, simulation and empirical results",

author = "E. Andreou and E. Ghysels",

note = "Pagination: 13",

year = "2002",

language = "English",

volume = "20",

pages = "363--376",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor and Francis Ltd.",

number = "3",

}