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

Andreou,E.
; 
Ghysels,E.
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Pagination: 13
Date
2002
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Tilburg University Research Output Collection
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Andreou, E & Ghysels, E 2002, 'Rolling volatility estimators : Some new theoretical, simulation and empirical results', Journal of Business and Economic Statistics, vol. 20, no. 3, pp. 363-376.
URI
https://hdl.handle.net/20.500.14602/40031
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info:eu-repo/semantics/restrictedAccess
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