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Zhao, Yang; Stasinakis, Charalampos; Sermpinis, Georgios; … - In: Quantitative finance 18 (2018) 5, pp. 761-775

Persistent link: https://www.econbiz.de/10011907933

Zakamulin, Valeriy; Giner, Javier - In: Quantitative finance 20 (2020) 6, pp. 985-1007

Persistent link: https://www.econbiz.de/10012262654

Longo, M.; Mainini, A. - In: Quantitative finance 18 (2018) 12, pp. 2035-2050

Persistent link: https://www.econbiz.de/10012262961

Grobys, Klaus - In: Quantitative finance 18 (2018) 7, pp. 1233-1247

Persistent link: https://www.econbiz.de/10011911534

Grobys, Klaus; Ruotsalainen, Joni; Äijö, Janne - In: Quantitative finance 18 (2018) 10, pp. 1715-1733

Persistent link: https://www.econbiz.de/10012261906

Lalancette, Simon; Simonato, Jean-Guy - In: Quantitative finance 22 (2022) 7, pp. 1247-1263

Persistent link: https://www.econbiz.de/10013367897

Petukhina, Alla; Trimborn, Simon; Härdle, Wolfgang; … - In: Quantitative finance 21 (2021) 11, pp. 1825-1853

Persistent link: https://www.econbiz.de/10012696778

Wang, Huamao; Yang, Jun; Yao, Yumei - In: Quantitative finance 19 (2019) 6, pp. 885-898

Persistent link: https://www.econbiz.de/10012194728

Irarrazabal, Alfonso A.; Ma, Lin; Parra-Alvarez, Juan Carlos - In: Quantitative finance 23 (2023) 3, pp. 471-495

Persistent link: https://www.econbiz.de/10014232677

Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of econometrics 223 (2021) 1, pp. 222-250

Persistent link: https://www.econbiz.de/10012619969