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Li, Tong; Perrigne, Isabelle; Vuong, Quang H. - In: Journal of econometrics 98 (2000) 1, pp. 129-161

Persistent link: https://www.econbiz.de/10001497686

Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 94 (2000) 1/2, pp. 117-143

Persistent link: https://www.econbiz.de/10001437749

Burgess, Simon M. (contributor) - 1996

Persistent link: https://www.econbiz.de/10000596724

Patton, Andrew J.; Timmermann, Allan - In: Journal of econometrics 140 (2007) 2, pp. 884-918

Persistent link: https://www.econbiz.de/10003570041

Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 130 (2006) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10003228621

Darolles, Serge; LeFol, Gaëlle; Mero, Gulten - In: Journal of econometrics 201 (2017) 2, pp. 367-383

Persistent link: https://www.econbiz.de/10011920520

Dai, Min; Jia, Yanwei; Kou, Steven - In: Journal of econometrics 222 (2021) 1,2, pp. 561-578

Persistent link: https://www.econbiz.de/10012619744

Park, Yang-Ho - In: Journal of econometrics 214 (2020) 2, pp. 326-348

Persistent link: https://www.econbiz.de/10012438393

Smith, David C. - In: Journal of econometrics 93 (1999) 1, pp. 113-148

Persistent link: https://www.econbiz.de/10001406645

Aït-Sahalia, Yacine - In: Journal of econometrics 84 (1998) 1, pp. 93-127

Persistent link: https://www.econbiz.de/10001234470