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

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

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

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

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

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

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

Fok, Dennis; Franses, Philip Hans - In: Journal of econometrics 139 (2007) 2, pp. 376-390

Persistent link: https://www.econbiz.de/10003485373

Boswijk, Herman Peter; Franses, Philip Hans; Dijk, Dick van - In: Journal of econometrics 158 (2010) 1, pp. 156-159

Persistent link: https://www.econbiz.de/10008826866

Lubrano, Michel; Protopopescu, Camelia - In: Journal of econometrics 123 (2004) 2, pp. 345-369

Persistent link: https://www.econbiz.de/10002361766

Andrikopulos, Andreas A.; Samitas, Aristeidis; … - In: Journal of econometrics 195 (2016) 1, pp. 23-32

Persistent link: https://www.econbiz.de/10011705229