Econometric methods

GZW_highdim_final.pdf

Galbraith and Zinde-Walsh, Journal of Econometrics, 2020

ast_empirical_jef.pdf

Zhu and Galbraith, Journal of Econometrics, 2010

ast_revision_longform_jec.pdf

Zhu and Galbraith, Journal of Empirical Finance, 2011

adgarch.pdf

Galbraith, Zinde-Walsh and Zhu, Econometric Reviews 2015

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