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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

Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150

Persistent link: https://www.econbiz.de/10003783794

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

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

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

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

Dittmann, Ingolf; Granger, C. W. J. - In: Journal of econometrics 110 (2002) 2, pp. 113-133

Persistent link: https://www.econbiz.de/10001703504

Baltagi, Badi H. - In: Journal of econometrics 75 (1996) 2, pp. 345-367

Persistent link: https://www.econbiz.de/10001204705