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Almeida, Caio; Ardison, Kym; Garcia, René - In: Journal of econometrics 214 (2020) 2, pp. 349-378

Persistent link: https://www.econbiz.de/10012438396

Bandi, Federico M.; Renò, Roberto - In: Journal of econometrics 227 (2022) 1, pp. 134-150

Persistent link: https://www.econbiz.de/10013441641

Cohen-Goldner, Sarit; Eḳshṭain, Tsevi - In: Journal of econometrics 156 (2010) 1, pp. 86-105

Persistent link: https://www.econbiz.de/10003979081

Baltagi, Badi H.; Rich, Daniel P. - In: Journal of econometrics 126 (2005) 2, pp. 549-570

Persistent link: https://www.econbiz.de/10002647899

Chay, Kenneth Y.; Lee, David S. - In: Journal of econometrics 99 (2000) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10001504415

Crane, Leland D.; Hyatt, Henry R.; Murray, Seth - In: Journal of econometrics 233 (2023) 2, pp. 524-543

Persistent link: https://www.econbiz.de/10014362655

Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-363

Persistent link: https://www.econbiz.de/10003782998

Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver - In: Journal of econometrics 132 (2006) 1, pp. 231-255

Persistent link: https://www.econbiz.de/10003320262

Durham, Garland B. - In: Journal of econometrics 133 (2006) 1, pp. 273-305

Persistent link: https://www.econbiz.de/10003354577

Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364

Persistent link: https://www.econbiz.de/10003277971