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Andersen, Torben; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 231 (2022) 2, pp. 361-386

Persistent link: https://www.econbiz.de/10013464808

Boot, Tom; Pick, Andreas - In: Journal of econometrics 215 (2020) 1, pp. 35-59

Persistent link: https://www.econbiz.de/10012439152

Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166

Persistent link: https://www.econbiz.de/10010418936

Jirasakuldech, Benjamas; Dudney, Donna M.; Zorn, Thomas S. - In: Review of quantitative finance and accounting 37 (2011) 2, pp. 181-205

Persistent link: https://www.econbiz.de/10009271474

Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 631-650

Persistent link: https://www.econbiz.de/10010246406

Deku, Solomon Y.; Kara, Alper; Semeyutin, Artur - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 111-142

Persistent link: https://www.econbiz.de/10012432632

Kleer, Richard A. - In: The economic history review : a journal of economic and … 68 (2015) 1, pp. 264-285

Persistent link: https://www.econbiz.de/10011344702

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

Gerrits, Robert-Jan; Yüce, Ayse - In: Applied financial economics 9 (1999) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10001363833

Jung, Chulho - In: Applied financial economics 6 (1996) 3, pp. 279-286

Persistent link: https://www.econbiz.de/10001202670