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Creal, Drew; Tsay, Ruey S. - In: Journal of econometrics 189 (2015) 2, pp. 335-345

Persistent link: https://www.econbiz.de/10011504544

Calice, Giovanni; Mio, RongHui; Štěrba, Filip; … - In: Journal of empirical finance 33 (2015), pp. 174-189

Persistent link: https://www.econbiz.de/10011556866

Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 43 (2017), pp. 130-142

Persistent link: https://www.econbiz.de/10011817944

Carrasco, Marine - In: Journal of econometrics 109 (2002) 2, pp. 239-273

Persistent link: https://www.econbiz.de/10001689014

Chavez-Demoulin, V.; Embrechts, Paul; Sardy, S. - In: Journal of econometrics 181 (2014) 1, pp. 44-52

Persistent link: https://www.econbiz.de/10010473421

Baltagi, Badi H.; Qu, Feng; Kao, Chihwa - In: Journal of econometrics 191 (2016) 1, pp. 176-195

Persistent link: https://www.econbiz.de/10011598096

Jin, Xin; Maheu, John M. - In: Journal of econometrics 192 (2016) 1, pp. 19-39

Persistent link: https://www.econbiz.de/10011610652

Jin, Xin; Maheu, John M. - In: Journal of econometrics 194 (2016) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011705024

Pelletier, Denis - In: Journal of econometrics 131 (2006) 1/2, pp. 445-473

Persistent link: https://www.econbiz.de/10003298605

Li, Leon; Miu, Peter - In: Journal of empirical finance 70 (2023), pp. 367-385

Persistent link: https://www.econbiz.de/10014423734