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Chen, Yen-hsiao; Fraser, Patricia - In: Applied financial economics 20 (2010) 16/18, pp. 1461-1477

Persistent link: https://www.econbiz.de/10009010920

Zivot, Eric; Andrews, Donald W. K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 25-44

Persistent link: https://www.econbiz.de/10001639874

Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 251-270

Persistent link: https://www.econbiz.de/10001126539

Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 354-368

Persistent link: https://www.econbiz.de/10001222712

Fraser, Patricia - In: Applied financial economics 5 (1995) 2, pp. 61-67

Persistent link: https://www.econbiz.de/10001181323

Andrews, Donald W. K.; Kim, Chae-yŏng - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 379-394

Persistent link: https://www.econbiz.de/10003385126

Busetti, Fabio; Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 420-436

Persistent link: https://www.econbiz.de/10001785809

Gregory, Allan W.; Smith, Gregor W.; Yetman, James - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 34-43

Persistent link: https://www.econbiz.de/10001543435

Carvalho, Vasco M.; Harvey, Andrew C.; Trimbur, Thomas - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 12-20

Persistent link: https://www.econbiz.de/10003410120

Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 3, pp. 287-295

Persistent link: https://www.econbiz.de/10001108817