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

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

Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of econometrics 167 (2012) 1, pp. 211-223

Persistent link: https://www.econbiz.de/10009551424

Banerjee, Anindya (contributor); Urga, Giovanni (contributor) - 2005

Persistent link: https://www.econbiz.de/10003172637

Banerjee, Anindya; Urga, Giovanni - In: Journal of econometrics 129 (2005) 1/2, pp. 1-34

Persistent link: https://www.econbiz.de/10003172659

Liu, Ming - In: Journal of econometrics 99 (2000) 1, pp. 139-171

Persistent link: https://www.econbiz.de/10001504433

Kole, Erik; Dijk, Dick van - In: Journal of econometrics 236 (2023) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10014365495

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

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

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

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

Hallin, Marc; Mathias, Charles; Pirotte, Hugues; … - In: Journal of econometrics 163 (2011) 1, pp. 42-50

Persistent link: https://www.econbiz.de/10009270591

Nguyen, Giang H.; Engle, Robert F.; Fleming, Michael J.; … - In: Journal of econometrics 217 (2020) 2, pp. 207-229

Persistent link: https://www.econbiz.de/10012482750