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Robust Estimation and Inference for Time‐Varying Unconditional Volatility.

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Bibliographic Details
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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