Guermat Cherif

Cherif Guermat

Information about the author Cherif Guermat will soon be added to the site.
Found 1 papers in total
Bias in the estimation of non-linear transformations of the integrated variance of returns
Bias in the estimation of non-linear transformations of the integrated variance of returns
2006
Volatility models such as GARCH, although misspecified with respect to the...
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