I agree that this site is using cookies. You can find further informations here.
X
Merkliste 
 1 Ergebnisse 
 
1

Fixed-k inference for volatility:

Bollerslev, Tim ; Li, Jia ; Liao, Zhipeng
Bollerslev , T , Li , J & Liao , Z 2021 , ' Fixed-k inference for volatility ' , Quantitative Economics , vol. 12 , no. 4 , pp. 1053-1084 . https://doi.org/10.3982/QE1749.  , 2021
Link: https://pure.au.dk/portal/da/publications/fixedk-infer..