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Christensen, Jens H. E.; Diebold, Francis X.; … - In: Journal of econometrics 164 (2011) 1, pp. 4-20

Persistent link: https://www.econbiz.de/10009270418

Sentana, Enrique - In: Journal of econometrics 119 (2004) 2, pp. 257-289

Persistent link: https://www.econbiz.de/10001956189

Fengler, Matthias R.; Hin, Lin-Yee - In: Journal of econometrics 184 (2015) 2, pp. 242-261

Persistent link: https://www.econbiz.de/10011339347

Pope, Rulon D.; LaFrance, Jeffrey T.; Just, Richard E. - In: Journal of econometrics 162 (2011) 1, pp. 35-43

Persistent link: https://www.econbiz.de/10009270718

Shiyi, Chen; Chng, Michael T.; Liu, Qingfu - In: Journal of econometrics 222 (2021) 1,2, pp. 468-483

Persistent link: https://www.econbiz.de/10012619708

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

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

Dridi, Ramdan; Guay, Alain; Renault, Eric - In: Journal of econometrics 136 (2007) 2, pp. 397-430

Persistent link: https://www.econbiz.de/10003412637

Jacquier, Eric; Johannes, Michael; Polson, Nicholas G. - In: Journal of econometrics 137 (2007) 2, pp. 615-640

Persistent link: https://www.econbiz.de/10003442024

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

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

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