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Robust Estimation and Inference for Time‐Varying Unconditional Volatility.

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Title: Robust Estimation and Inference for Time‐Varying Unconditional Volatility.
Authors: Lee, Adam1 (AUTHOR), Sandberg, Rickard2 (AUTHOR), Sucarrat, Genaro3 (AUTHOR) genaro.sucarrat@bi.no
Source: Journal of Time Series Analysis. Nov2025, p1. 14p. 2 Illustrations.
Database: Academic Search Ultimate
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  Availability: 0
Header DbId: asn
DbLabel: Academic Search Ultimate
An: 189252021
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Label: Title
  Group: Ti
  Data: Robust Estimation and Inference for Time‐Varying Unconditional Volatility.
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  Data: <searchLink fieldCode="AR" term="%22Lee%2C+Adam%22">Lee, Adam</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Sandberg%2C+Rickard%22">Sandberg, Rickard</searchLink><relatesTo>2</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Sucarrat%2C+Genaro%22">Sucarrat, Genaro</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> genaro.sucarrat@bi.no</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Time+Series+Analysis%22">Journal of Time Series Analysis</searchLink>. Nov2025, p1. 14p. 2 Illustrations.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=asn&AN=189252021
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1111/jtsa.70034
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 14
        StartPage: 1
    Titles:
      – TitleFull: Robust Estimation and Inference for Time‐Varying Unconditional Volatility.
        Type: main
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      – PersonEntity:
          Name:
            NameFull: Lee, Adam
      – PersonEntity:
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            NameFull: Sandberg, Rickard
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            NameFull: Sucarrat, Genaro
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          Dates:
            – D: 13
              M: 11
              Text: Nov2025
              Type: published
              Y: 2025
          Identifiers:
            – Type: issn-print
              Value: 01439782
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            – TitleFull: Journal of Time Series Analysis
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