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Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661

Persistent link: https://www.econbiz.de/10010487089

Clare, Andrew D. - In: Applied financial economics 7 (1997) 6, pp. 679-687

Persistent link: https://www.econbiz.de/10001240753

Brookfield, David - In: Applied financial economics 6 (1996) 6, pp. 511-517

Persistent link: https://www.econbiz.de/10001217469

Asimakopoulos, Panagiotis; Asimakopoulos, Stylianos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2305-2326

Persistent link: https://www.econbiz.de/10011929006

Glasserman, Paul; Mamaysky, Harry - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 1937-1974

Persistent link: https://www.econbiz.de/10012140041

Carroll, Rachael; Kearney, Colm - In: Applied financial economics 22 (2012) 22/24, pp. 1993-2008

Persistent link: https://www.econbiz.de/10009719309

Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665

Persistent link: https://www.econbiz.de/10001240790

Kim, Jin Woong; Bessler, David A. - In: Applied financial economics 17 (2007) 7/9, pp. 635-646

Persistent link: https://www.econbiz.de/10003491207

Morley, Bruce - In: Applied financial economics 17 (2007) 4/6, pp. 391-397

Persistent link: https://www.econbiz.de/10003446043

Fildes, Robert; Madden, Gary; Tan, Joachim - In: Applied financial economics 17 (2007) 13/15, pp. 1251-1264

Persistent link: https://www.econbiz.de/10003590639