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Baranowski, Pawel; Bennani, Hamza; Doryń, Wirginia - In: Finance research letters 52 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014472089

Gardner, Ben; Scotti, Chiara; Vega, Clara - In: Journal of econometrics 231 (2022) 2, pp. 387-409

Persistent link: https://www.econbiz.de/10013464819

Oh, Frederick Dongchuhl; Baek, Sangkyu - In: Finance research letters 15 (2015), pp. 208-214

Persistent link: https://www.econbiz.de/10011553200

Bougheas, Spiros P.; Worrall, Timothy - In: Journal of banking & finance 99 (2019), pp. 182-191

Persistent link: https://www.econbiz.de/10012162392

McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 147 (2008) 1, pp. 104-119

Persistent link: https://www.econbiz.de/10003783790

Brennan, Michael J.; Xia, Yihong - In: Finance research letters 2 (2005) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10002685412

Lettau, Martin; Ludvigson, Sydney C. - In: Finance research letters 2 (2005) 1, pp. 15-22

Persistent link: https://www.econbiz.de/10002685533

Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver - In: Journal of econometrics 132 (2006) 1, pp. 231-255

Persistent link: https://www.econbiz.de/10003320262

Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364

Persistent link: https://www.econbiz.de/10003277971

Viale, Ariel M.; Kolari, James W.; Fraser, Donald R. - In: Journal of banking & finance 33 (2009) 3, pp. 464-472

Persistent link: https://www.econbiz.de/10003807630