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Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 43 (2017), pp. 130-142

Persistent link: https://www.econbiz.de/10011817944

Bauwens, Luc; Otranto, Edoardo - In: Journal of econometrics 217 (2020) 2, pp. 496-522

Persistent link: https://www.econbiz.de/10012482819

Paolella, Marc S.; Polak, Pawel; Walker, Patrick S. - In: Journal of econometrics 213 (2019) 2, pp. 493-515

Persistent link: https://www.econbiz.de/10012304579

Jin, Xin; Maheu, John M. - In: Journal of econometrics 194 (2016) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011705024

Singh, Ranjodh B.; Gould, John; Chan, Felix; Yang, Wenling - In: Journal of empirical finance 36 (2016), pp. 151-161

Persistent link: https://www.econbiz.de/10011662835

Andreou, Elena; Ghysels, Eric - In: Journal of econometrics 135 (2006) 1/2, pp. 77-124

Persistent link: https://www.econbiz.de/10003376079

Lu, Yang K.; Perron, Pierre - In: Journal of empirical finance 17 (2010) 1, pp. 138-156

Persistent link: https://www.econbiz.de/10003943961

Bauwens, Luc; De Backer, Bruno; Dufays, Arnaud - In: Journal of empirical finance 29 (2014), pp. 207-229

Persistent link: https://www.econbiz.de/10011300484

Karanasos, Menelaos; Paraskevopoulos, Alexandros G.; … - In: Journal of empirical finance 29 (2014), pp. 113-128

Persistent link: https://www.econbiz.de/10011300501

Benavides, Guillermo; Capistrán Carmona, Carlos - In: Journal of empirical finance 19 (2012) 5, pp. 627-639

Persistent link: https://www.econbiz.de/10009700616