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Guidolin, Massimo; Timmermann, Allan - In: The review of financial studies 21 (2008) 2, pp. 889-935

Persistent link: https://www.econbiz.de/10003716663

Bollerslev, Tim (contributor) - 2010

Persistent link: https://www.econbiz.de/10008667511

Baumeister, Christiane; Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 338-351

Persistent link: https://www.econbiz.de/10011390071

Bocart, Fabian Y. R.; Hafner, Christian M. - In: Journal of applied econometrics 30 (2015) 2, pp. 291-312

Persistent link: https://www.econbiz.de/10011327602

Chernov, Mikhail; Gorbenko, Alexander S.; Makarov, Igor - In: The review of financial studies 26 (2013) 3, pp. 768-805

Persistent link: https://www.econbiz.de/10009752245

Kaufmann, Hendrik; Heinen, Florian; Sibbertsen, Philipp - In: Journal of applied econometrics 29 (2014) 5, pp. 758-773

Persistent link: https://www.econbiz.de/10010414852

Doppelhofer, Gernot; Weeks, Melvyn - In: Journal of applied econometrics 24 (2009) 2, pp. 209-244

Persistent link: https://www.econbiz.de/10003817799

Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84

Persistent link: https://www.econbiz.de/10002646532

Planas, Christophe; Rossi, Alessandro - In: Journal of applied econometrics 19 (2004) 1, pp. 121-133

Persistent link: https://www.econbiz.de/10001924696

Hobijn, Bart; Franses, Philip Hans - In: Journal of applied econometrics 15 (2000) 1, pp. 59-81

Persistent link: https://www.econbiz.de/10001465104