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Fryzlewicz, Piotr 
ORCID: 0000-0002-9676-902X, Sapatinas, Theofanis and Subba Rao, Suhasini
(2008)
Normalized least-squares estimation in time-varying ARCH models.
Annals of Statistics, 36 (2).
pp. 742-786.
ISSN 0090-5364
Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X, Sapatinas, Theofanis and Subba Rao, Suhasini
(2006)
A Haar-Fisz technique for locally stationary volatility estimation.
Biometrika, 93 (3).
pp. 687-704.
ISSN 0006-3444
