Items where Author is "Sapatinas, Theofanis"

Number of items: 2.
  • A Haar-Fisz technique for locally stationary volatility estimation. Fryzlewicz, Piotr; Sapatinas, Theofanis; Subba Rao, Suhasini
  • Normalized least-squares estimation in time-varying ARCH models. Fryzlewicz, Piotr; Sapatinas, Theofanis; Subba Rao, Suhasini