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Hördahl, Peter; Tristani, Oreste; Vestin, David - In: Journal of econometrics 131 (2006) 1/2, pp. 405-444

Persistent link: https://www.econbiz.de/10003298603

Chib, Siddhartha; Ramamurthy, Srikanth - In: Journal of econometrics 155 (2010) 1, pp. 19-38

Persistent link: https://www.econbiz.de/10003965375

Herbst, Edward P.; Schorfheide, Frank - In: Journal of econometrics 171 (2012) 2, pp. 152-166

Persistent link: https://www.econbiz.de/10009691168

Diebold, Francis X.; Schorfheide, Frank; Shin, Minchul - In: Journal of econometrics 201 (2017) 2, pp. 322-332

Persistent link: https://www.econbiz.de/10011920505

Shi, Leilei; Wang, Binghong; Guo, Xinshuai; Li, Honggang - In: International review of financial analysis 74 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012803796

Galvão, Ana Beatriz C. - In: Journal of econometrics 196 (2017) 1, pp. 215-232

Persistent link: https://www.econbiz.de/10011743799

Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014543555

Asgharian, Hossein; Karlsson, Sonnie - In: International review of financial analysis 17 (2008) 3, pp. 604-621

Persistent link: https://www.econbiz.de/10003764509

Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - In: International review of financial analysis 17 (2008) 2, pp. 274-290

Persistent link: https://www.econbiz.de/10003765017

Morley, James C.; Piger, Jeremy Max - In: Journal of econometrics 146 (2008) 2, pp. 220-226

Persistent link: https://www.econbiz.de/10003782912