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Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of econometrics 207 (2018) 1, pp. 71-91

Persistent link: https://www.econbiz.de/10012116125

Wachter, Jessica; Warusawitharana, Missaka - In: Journal of econometrics 186 (2015) 1, pp. 74-93

Persistent link: https://www.econbiz.de/10011349544

Lamont, Owen A. - In: Journal of econometrics 105 (2001) 1, pp. 161-184

Persistent link: https://www.econbiz.de/10001617161

Shintani, Mototsugu; Tomoyoshi, Yabu; Nagakura, Daisuke - In: Journal of econometrics 169 (2012) 2, pp. 301-309

Persistent link: https://www.econbiz.de/10009673181

Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 237 (2023) 2,3, pp. 1-31

Persistent link: https://www.econbiz.de/10014471796

Egorov, Alexej V.; Hong, Yongmiao; Li, Haitao - In: Journal of econometrics 135 (2006) 1/2, pp. 255-284

Persistent link: https://www.econbiz.de/10003376084

Pettenuzzo, Davide; Timmermann, Allan - In: Journal of econometrics 164 (2011) 1, pp. 60-78

Persistent link: https://www.econbiz.de/10009270410

Fiorentini, Gabriele; Sentana, Enrique - In: Journal of econometrics 222 (2021) 1,2, pp. 516-538

Persistent link: https://www.econbiz.de/10012619733

Hollstein, Fabian; Wese Simen, Chardin - In: Journal of econometrics 215 (2020) 2, pp. 517-535

Persistent link: https://www.econbiz.de/10012439498

Baştürk, N.; Borowska, A.; Grassi, S.; Hoogerheide, … - In: Journal of econometrics 210 (2019) 1, pp. 170-186

Persistent link: https://www.econbiz.de/10012303391