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Journal of Business & Economic Statistics Latest Articles

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Research Article

Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility

Fernanda G. B. Mendesa Departamento de Estatística, Universidade Federal de Minas Gerais, Belo Horizonte, BrazilView further author information

Wagner Barreto-Souzab School of Mathematics and Statistics, University College Dublin, Dublin 4, Republic of IrelandCorrespondence[email protected]

https://orcid.org/0000-0003-0831-7881 View further author information

Sokol Ndrecaa Departamento de Estatística, Universidade Federal de Minas Gerais, Belo Horizonte, BrazilView further author information

Published online: 28 Mar 2024

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https://doi.org/10.1080/07350015.2024.2321375
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