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

E. Andreou, E. Ghysels

Research output: Contribution to journalArticleScientificpeer-review

79 Citations (Scopus)
Original languageEnglish
Pages (from-to)363-376
Number of pages13
JournalJournal of Business and Economic Statistics
Volume20
Issue number3
Publication statusPublished - 2002

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