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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

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

Dungey, Mardi H.; Erdemlioglu, Deniz; Matei, Marius; … - In: Journal of econometrics 202 (2018) 1, pp. 18-44

Persistent link: https://www.econbiz.de/10011974551

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

Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150

Persistent link: https://www.econbiz.de/10003783794

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