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Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264

Persistent link: https://www.econbiz.de/10010433362

Curcuru, Stephanie E.; Thomas, Charles P.; Warnock, … - In: Journal of international money and finance 36 (2013), pp. 1-25

Persistent link: https://www.econbiz.de/10009768572

Renault, Eric; Werker, Bas J. M. - In: Journal of econometrics 160 (2011) 1, pp. 272-279

Persistent link: https://www.econbiz.de/10009242519

Breitung, Jörg; Demetrescu, Matei - In: Journal of econometrics 187 (2015) 1, pp. 358-375

Persistent link: https://www.econbiz.de/10011499478

Aizenman, Joshua; Jinjarak, Yothin; Zheng, Huanhuan - In: Journal of international money and finance 86 (2018), pp. 31-49

Persistent link: https://www.econbiz.de/10012000467

Bai, Ye; Girma, Sourafel; Riaño, Alejandro - In: Journal of international money and finance 140 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014451397

Baur, Dirk; Jung, Robert - In: Journal of international money and finance 25 (2006) 4, pp. 598-613

Persistent link: https://www.econbiz.de/10003336485

Todorov, Viktor; Bollerslev, Tim - In: Journal of econometrics 157 (2010) 2, pp. 220-235

Persistent link: https://www.econbiz.de/10008663039

Schrimpf, Andreas - In: Journal of international money and finance 29 (2010) 7, pp. 1256-1282

Persistent link: https://www.econbiz.de/10009239675

Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - In: Journal of econometrics 185 (2015) 2, pp. 468-494

Persistent link: https://www.econbiz.de/10011348962