Type of Publication: Article in Journal

Robust Fixed-b Inference in the Presence of Time-Varying Volatility

Author(s):

Demetrescu, M.; Hanck, C.; Kruse-Becher, R.

Title of Journal:

Econometrics and Statistics

Publication Date:

2023

Digital Object Identifier (DOI):

doi:10.1016/j.ecosta.2023.05.003

Citation:

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