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~person:"Sucarrat, Genaro"
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Sucarrat, Genaro
Shephard, Neil
7
Sheppard, Kevin
7
Giraitis, Liudas
5
Teyssière, Gilles
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Taylor, Stephen J.
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Yadav, Pradeep K.
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Zhang, Yuanyuan
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Pakel, Cavit
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Rashid, Abdul
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Talmi, Jonathan
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Bohn Nielsen, Heino
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Brüggemann, Imke
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Engle, Robert F.
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Francq, Christian
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Gajdka, Jerzy
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
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