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Calvet, Laurent E.; Fisher, Adlai - In: Journal of financial economics 86 (2007) 1, pp. 178-212

Persistent link: https://www.econbiz.de/10003546307

Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of financial economics 114 (2014) 3, pp. 517-553

Persistent link: https://www.econbiz.de/10010532691

Paye, Bradley S. - In: Journal of financial economics 106 (2012) 3, pp. 527-546

Persistent link: https://www.econbiz.de/10009710165

Engle, Robert F. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1749-1778

Persistent link: https://www.econbiz.de/10001155967

Whitelaw, Robert F. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 515-541

Persistent link: https://www.econbiz.de/10001169032

Hiemstra, Craig - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1639-1664

Persistent link: https://www.econbiz.de/10001175170

Pitkäjärvi, Aleksi; Suominen, Matti; Vaittinen, Lauri - In: Journal of financial economics 136 (2020) 1, pp. 63-85

Persistent link: https://www.econbiz.de/10012545360

Boons, Martijn - In: Journal of financial economics 119 (2016) 3, pp. 489-511

Persistent link: https://www.econbiz.de/10011589914

Cujean, Julien; Hasler, Michael - In: The journal of finance : the journal of the American … 72 (2017) 6, pp. 2717-2758

Persistent link: https://www.econbiz.de/10012160151

Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349

Persistent link: https://www.econbiz.de/10001661695