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Leung, Michael P. - In: Journal of econometrics 188 (2015) 1, pp. 182-195

Persistent link: https://www.econbiz.de/10011500289

Xiao, Ruli - In: Journal of econometrics 203 (2018) 2, pp. 328-343

Persistent link: https://www.econbiz.de/10011974685

Paula, Áureo de - In: Journal of econometrics 148 (2009) 1, pp. 56-71

Persistent link: https://www.econbiz.de/10003813124

Klaassen, Franc; Magnus, Jan R. - In: Journal of econometrics 148 (2009) 1, pp. 72-85

Persistent link: https://www.econbiz.de/10003813132

Davis, Peter - In: Journal of econometrics 134 (2006) 1, pp. 187-214

Persistent link: https://www.econbiz.de/10003368423

Paarsch, Harry J. - In: Journal of econometrics 78 (1997) 2, pp. 333-357

Persistent link: https://www.econbiz.de/10001219969

Härdle, Wolfgang - In: Journal of econometrics 67 (1995) 1, pp. 227-257

Persistent link: https://www.econbiz.de/10001333010

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

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

Calvet, Laurent E.; Czellar, Veronika - In: Journal of econometrics 185 (2015) 2, pp. 343-358

Persistent link: https://www.econbiz.de/10011348430

Gan, Li; Gong, Guan; Hurd, Michael D.; McFadden, Daniel - In: Journal of econometrics 188 (2015) 2, pp. 514-525

Persistent link: https://www.econbiz.de/10011503653