Time-invariant restrictions of volatility functionals: efficient estimation and specification tests
DOI10.1016/J.JECONOM.2019.10.003zbMATH Open1456.62311OpenAlexW2971133885WikidataQ127024849 ScholiaQ127024849MaRDI QIDQ2182138FDOQ2182138
Authors: Xiye Yang 
Publication date: 21 May 2020
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.10.003
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