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Cheung, Yin-Wong - In: Journal of econometrics 72 (1996) 1, pp. 33-48

Persistent link: https://www.econbiz.de/10001198033

Grammig, Joachim; Wellner, Marc - In: Journal of econometrics 106 (2002) 2, pp. 369-400

Persistent link: https://www.econbiz.de/10001638904

Tauchen, George Eugene; Zhang, Harold; Liu, Ming - In: Journal of econometrics 74 (1996) 1, pp. 177-208

Persistent link: https://www.econbiz.de/10001755397

Liesenfeld, Roman - In: Journal of econometrics 104 (2001) 1, pp. 141-178

Persistent link: https://www.econbiz.de/10001589531

Fleming, Jeff; Paye, Bradley S. - In: Journal of econometrics 160 (2011) 1, pp. 119-128

Persistent link: https://www.econbiz.de/10009242531

Bauer, Gregory H.; Vorkink, Keith - In: Journal of econometrics 160 (2011) 1, pp. 93-101

Persistent link: https://www.econbiz.de/10009242535

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

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

Noureldin, Diaa; Shephard, Neil G.; Sheppard, Kevin - In: Journal of econometrics 179 (2014) 1, pp. 16-30

Persistent link: https://www.econbiz.de/10010258286

Todorov, Viktor; Tauchen, George Eugene; Grynkiv, Iaryna - In: Journal of econometrics 178 (2014) 1, pp. 180-193

Persistent link: https://www.econbiz.de/10010255447

Bekaert, Geert; Hoerova, Marie - In: Journal of econometrics 183 (2014) 2, pp. 181-192

Persistent link: https://www.econbiz.de/10010506065