bibentry(
  bibtype  = "Article",
  title    = "Simple estimators and inference for higher-order stochastic volatility models",
  author   = c(
    person("Nazmul", "Ahsan"),
    person("Jean-Marie", "Dufour")
  ),
  journal  = "Journal of Econometrics",
  year     = "2021",
  volume   = "224",
  number   = "1",
  pages    = "181--197",
  doi      = "10.1016/j.jeconom.2020.01.018"
)

bibentry(
  bibtype  = "Article",
  title    = "Estimation and inference for higher-order stochastic volatility models with leverage",
  author   = c(
    person("Nazmul", "Ahsan"),
    person("Jean-Marie", "Dufour"),
    person("Gabriel", "Rodriguez Rondon")
  ),
  journal  = "Journal of Time Series Analysis",
  year     = "2025"
)

bibentry(
  bibtype  = "Unpublished",
  title    = "Estimation and inference for stochastic volatility models with heavy-tailed distributions",
  author   = c(
    person("Nazmul", "Ahsan"),
    person("Jean-Marie", "Dufour"),
    person("Gabriel", "Rodriguez Rondon")
  ),
  year     = "2025",
  note     = "Working paper"
)
