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Lo, Andrew W. - In: Journal of econometrics 31 (1986) 2, pp. 151-178

Persistent link: https://www.econbiz.de/10003619351

Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - In: Journal of econometrics 162 (2011) 2, pp. 312-325

Persistent link: https://www.econbiz.de/10009270628

Darolles, Serge; LeFol, Gaëlle; Mero, Gulten - In: Journal of econometrics 201 (2017) 2, pp. 367-383

Persistent link: https://www.econbiz.de/10011920520

Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - In: Journal of econometrics 177 (2013) 2, pp. 320-342

Persistent link: https://www.econbiz.de/10010255140

Aït-Sahalia, Yacine; Brunetti, Celso - In: Journal of econometrics 217 (2020) 1, pp. 20-45

Persistent link: https://www.econbiz.de/10012482736

Kolokolov, Aleksey; Livieri, Giulia; Pirino, Davide - In: Journal of econometrics 218 (2020) 1, pp. 32-81

Persistent link: https://www.econbiz.de/10012482896

Christensen, Kim; Oomen, Roel; Renò, Roberto - In: Journal of econometrics 227 (2022) 2, pp. 461-497

Persistent link: https://www.econbiz.de/10013442150

Asea, Patrick K. - In: Journal of econometrics 83 (1998) 1, pp. 89-128

Persistent link: https://www.econbiz.de/10001336951

Kumbhakar, Subal; Tsionas, Efthymios G. - In: Journal of econometrics 126 (2005) 2, pp. 355-384

Persistent link: https://www.econbiz.de/10002647833

Fernández, Carmen; Koop, Gary; Steel, Mark F. J. - In: Journal of econometrics 98 (2000) 1, pp. 47-79

Persistent link: https://www.econbiz.de/10001497678