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Koijen, Ralph S. J.; Yogo, Motohiro - In: The journal of finance : the journal of the American … 77 (2022) 2, pp. 815-862

Persistent link: https://www.econbiz.de/10013190462

Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - In: Journal of econometrics 185 (2015) 2, pp. 468-494

Persistent link: https://www.econbiz.de/10011348962

Bekaert, Geert; Hodrick, Robert J. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1357-1394

Persistent link: https://www.econbiz.de/10001662221

Jacod, Jean; Klüppelberg, Claudia; Müller, Gernot - In: Journal of econometrics 197 (2017) 2, pp. 284-297

Persistent link: https://www.econbiz.de/10011818360

Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M. M. - In: Journal of econometrics 227 (2022) 1, pp. 85-113

Persistent link: https://www.econbiz.de/10013441625

Bris, Arturo; Goetzmann, William N.; Zhu, Ning N. - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1029-1079

Persistent link: https://www.econbiz.de/10003475660

Zhou, Guofu - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1927-1942

Persistent link: https://www.econbiz.de/10001155917

Hong, Harrison G.; Li, Frank Weikai; Xu, Jiangmin - In: Journal of econometrics 208 (2019) 1, pp. 265-281

Persistent link: https://www.econbiz.de/10012144990

Altissimo, Filippo; Corradi, Valentina - In: Journal of econometrics 117 (2003) 2, pp. 207-244

Persistent link: https://www.econbiz.de/10001799064

Lamont, Owen A. - In: Journal of econometrics 105 (2001) 1, pp. 161-184

Persistent link: https://www.econbiz.de/10001617161