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Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag - In: Econometric theory 28 (2012) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10009520976

Andersen, Torben; Bollerslev, Tim; Meddahi, Nour - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 1, pp. 279-296

Persistent link: https://www.econbiz.de/10002568170

Chambers, Marcus J.; MacGarry, Joanne - In: Econometric theory 18 (2002) 2, pp. 387-419

Persistent link: https://www.econbiz.de/10001661304

Pinkse, Joris; Slade, Margaret Emily; Brett, Craig - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1111-1153

Persistent link: https://www.econbiz.de/10001688043

Nelson, Daniel B. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 2, pp. 347-370

Persistent link: https://www.econbiz.de/10001101893

Lo, Andrew W. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 5, pp. 1279-1313

Persistent link: https://www.econbiz.de/10001113285

Drost, Feike C. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 909-927

Persistent link: https://www.econbiz.de/10001147137

Gallant, A. Ronald - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 871-907

Persistent link: https://www.econbiz.de/10001147138

Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 783-820

Persistent link: https://www.econbiz.de/10001147143

Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 6, pp. 1361-1401

Persistent link: https://www.econbiz.de/10001078849