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Hong, Harrison G.; Li, Frank Weikai; Xu, Jiangmin - In: Journal of econometrics 208 (2019) 1, pp. 265-281

Persistent link: https://www.econbiz.de/10012144990

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

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

Bauer, Gregory H.; Vorkink, Keith - In: Journal of econometrics 160 (2011) 1, pp. 93-101

Persistent link: https://www.econbiz.de/10009242535

Andersen, Torben; Todorov, Viktor; Ubukata, Masato - In: Journal of econometrics 222 (2021) 1,2, pp. 344-363

Persistent link: https://www.econbiz.de/10012619430

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

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

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

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

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

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

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

Bollerslev, Tim; Xu, Lai; Zhou, Hao - In: Journal of econometrics 187 (2015) 2, pp. 458-471

Persistent link: https://www.econbiz.de/10011499728

Paolella, Marc S.; Polak, Pawel - In: Journal of econometrics 187 (2015) 2, pp. 593-605

Persistent link: https://www.econbiz.de/10011499783