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Yao, Tong - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 211-226

Persistent link: https://www.econbiz.de/10003675698

Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906

Persistent link: https://www.econbiz.de/10010410398

Bauwens, Luc; Otranto, Edoardo - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 254-268

Persistent link: https://www.econbiz.de/10011691329

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 389-406

Persistent link: https://www.econbiz.de/10011705949

Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137

Persistent link: https://www.econbiz.de/10003739011

Gama, Paulo M.; Vieira, Elisabete F. S. - In: Applied financial economics 23 (2013) 19/21, pp. 1623-1633

Persistent link: https://www.econbiz.de/10010259754

Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290

Persistent link: https://www.econbiz.de/10010399454

Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 920-936

Persistent link: https://www.econbiz.de/10012653203

Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 547-563

Persistent link: https://www.econbiz.de/10011692403

Ichinose, Takafumi; Hirobayashi, Shigeki; Misawa, Tadanobu - In: Applied financial economics 22 (2012) 1/3, pp. 197-208

Persistent link: https://www.econbiz.de/10009419558