Hits 1-2 within 2 documents
Two estimators of the long-run variance: beyond short memory [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.56-70
Predictive density estimators for daily volatility based on the use of realized measures [journal article]
Source: Journal of Econometrics, 150 (2009) 2. p.119-138