Volatility estimation when the zero-process is nonstationary

Christian Francq and Genaro Sucarrat

Year of publication:	2023
Authors:	Francq, Christian ; Sucarrat, Genaro
Subject:	ARCH models \| Financial return \| Nonstationary return \| Volatility \| Zero-inflated return \| Volatilität \| Kapitaleinkommen \| Capital income \| ARCH-Modell \| ARCH model \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Finanzmarkt \| Financial market \| Börsenkurs \| Share price

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