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Aït-Sahalia, Yacine; Mancini, Loriano - In: Journal of econometrics 147 (2008) 1, pp. 17-33

Persistent link: https://www.econbiz.de/10003783780

Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - In: Journal of econometrics 132 (2006) 1, pp. 43-57

Persistent link: https://www.econbiz.de/10003320239

Dufour, Jean-Marie; Perron, Benoit - In: Journal of econometrics 133 (2006) 2, pp. 411-419

Persistent link: https://www.econbiz.de/10003359534

Swanson, Norman R.; Elliott, Graham; Ghysels, Eric; … - 2006

Persistent link: https://www.econbiz.de/10003376072

Granger, C. W. J.; Machina, Mark J. - In: Journal of econometrics 135 (2006) 1/2, pp. 15-29

Persistent link: https://www.econbiz.de/10003376075

Granger, C. W. J. - In: Journal of econometrics 158 (2010) 1, pp. 3-6

Persistent link: https://www.econbiz.de/10008826881

Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 160 (2011) 1, pp. 160-175

Persistent link: https://www.econbiz.de/10009242527

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 181 (2014) 1, pp. 3-14

Persistent link: https://www.econbiz.de/10010473451

Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - In: Journal of econometrics 181 (2014) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10010473459

Granger, C. W. J.; Hyung, Namwon - In: Journal of econometrics 130 (2006) 1, pp. 143-164

Persistent link: https://www.econbiz.de/10003228633