Md. Nazmul Ahsan
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Person:2043262
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Estimation and inference for higher-order stochastic volatility models with leverage Journal of Time Series Analysis | 2025-10-24 | Paper |
| High-frequency instruments and identification-robust inference for stochastic volatility models Journal of Time Series Analysis | 2025-02-19 | Paper |
| Simple estimators and inference for higher-order stochastic volatility models Journal of Econometrics | 2021-07-30 | Paper |
Research outcomes over time
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