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Babii, Andrii; Chen, Xi; Ghysels, Eric - In: Journal of econometrics 212 (2019) 1, pp. 47-77

Persistent link: https://www.econbiz.de/10012303871

Bai, ChongEn; Li, Qi; Ouyang, Min - In: Journal of econometrics 180 (2014) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10010379491

Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - In: Journal of econometrics 158 (2010) 1, pp. 160-173

Persistent link: https://www.econbiz.de/10008826865

Du, Zaichao; Zhang, Lin - In: Journal of econometrics 188 (2015) 2, pp. 558-568

Persistent link: https://www.econbiz.de/10011503723

Chen, Jia; Shin, Yongcheol; Zheng, Chaowen - In: Journal of econometrics 229 (2022) 1, pp. 55-79

Persistent link: https://www.econbiz.de/10013441830

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

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

Peluso, Stefano; Mira, Antonietta; Mulière, Pietro - In: Journal of econometrics 184 (2015) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10011326824

Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of econometrics 182 (2014) 2, pp. 397-411

Persistent link: https://www.econbiz.de/10010497742

Duan, Jin-Chuan; Sun, Jie; Wang, Tao - In: Journal of econometrics 170 (2012) 1, pp. 191-209

Persistent link: https://www.econbiz.de/10009673113

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

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