[
  {
    "title": "Simple estimators and inference for higher-order stochastic volatility models",
    "author": [
      {
        "given": "Md. Nazmul",
        "family": "Ahsan",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Jean-Marie",
        "family": "Dufour",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "Journal of Econometrics",
    "year": "2021",
    "volume": "224",
    "number": "1",
    "pages": "181--197",
    "doi": "10.1016/j.jeconom.2021.03.008"
  },
  {
    "title": "Estimation and Inference for Higher-Order Stochastic Volatility Models with Leverage",
    "author": [
      {
        "given": "Md. Nazmul",
        "family": "Ahsan",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Jean-Marie",
        "family": "Dufour",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Gabriel",
        "family": "Rodriguez-Rondon",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "Journal of Time Series Analysis",
    "year": "2025",
    "volume": "46",
    "number": "6",
    "pages": "1064--1084",
    "doi": "10.1111/jtsa.12851"
  },
  {
    "title": "Estimation and Inference for Stochastic Volatility Models with Heavy-Tailed Distributions",
    "author": [
      {
        "given": "Md. Nazmul",
        "family": "Ahsan",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Jean-Marie",
        "family": "Dufour",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Gabriel",
        "family": "Rodriguez-Rondon",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "institution": "Bank of Canada",
    "type": "Staff Working Paper",
    "number": "2026-8",
    "year": "2026",
    "doi": "10.34989/swp-2026-8",
    "note": "Reference for the heavy-tailed and GED leverage estimators, the filtering methods, and the information-criterion AR-order selection."
  }
]