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McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 147 (2008) 1, pp. 104-119

Persistent link: https://www.econbiz.de/10003783790

Diba, Behzad - In: The American economic review 78 (1988) 3, pp. 520-530

Persistent link: https://www.econbiz.de/10001047295

Haruvy, Ernan; Lahav, Yaron; Noussair, Charles - In: The American economic review 97 (2007) 5, pp. 1901-1920

Persistent link: https://www.econbiz.de/10003625097

Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of econometrics 167 (2012) 1, pp. 211-223

Persistent link: https://www.econbiz.de/10009551424

Patton, Andrew J. - In: Journal of econometrics 160 (2011) 1, pp. 246-256

Persistent link: https://www.econbiz.de/10009242521

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

Cederburg, Scott; O'Doherty, Michael - In: Journal of econometrics 186 (2015) 1, pp. 113-128

Persistent link: https://www.econbiz.de/10011349540

Bordalo, Pedro; Gennaioli, Nicola; Shleifer, Andrei - In: The American economic review 103 (2013) 3, pp. 623-628

Persistent link: https://www.econbiz.de/10009768614

Kubler, Felix; Schmedders, Karl - In: The American economic review 102 (2012) 3, pp. 147-151

Persistent link: https://www.econbiz.de/10009705251

Bollerslev, Tim; Todorov, Viktor; Li, Sophia Zhengzi - In: Journal of econometrics 172 (2013) 2, pp. 307-324

Persistent link: https://www.econbiz.de/10009706199