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Chang, Kuang-Liang; Lee, Chingnun; He, Chi-Wei - In: Applied economics letters 30 (2023) 16, pp. 2189-2194

Persistent link: https://www.econbiz.de/10014364640

Park, Joon Y.; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1249-1280

Persistent link: https://www.econbiz.de/10001510582

Moon, Kenneth P.; Lesage, James P. - In: Applied economics letters 18 (2011) 4/6, pp. 505-508

Persistent link: https://www.econbiz.de/10009232940

Choi, Pilsun; Min, Insik - In: Applied economics letters 20 (2013) 16/18, pp. 1462-1465

Persistent link: https://www.econbiz.de/10010213173

Hong, Yongmiao; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 837-901

Persistent link: https://www.econbiz.de/10002876743

Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 579-625

Persistent link: https://www.econbiz.de/10001750369

Balaban, Ercan; Ouenniche, Jamal; Politou, Danae - In: Applied economics letters 12 (2005) 9, pp. 573-576

Persistent link: https://www.econbiz.de/10003015769

Lo, Andrew W. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 5, pp. 1279-1313

Persistent link: https://www.econbiz.de/10001113285

Zoicas-Ienciu, Adrian - In: Applied economics letters 26 (2019) 4, pp. 311-315

Persistent link: https://www.econbiz.de/10012204197

Yamada, Hiroshi - In: Applied economics letters 24 (2017) 10/12, pp. 713-716

Persistent link: https://www.econbiz.de/10011714160