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Aït-Sahalia, Yacine; Xiu, Dacheng - In: Journal of econometrics 194 (2016) 2, pp. 205-219

Persistent link: https://www.econbiz.de/10011705106

Hong, Harrison G.; Li, Weikai; Xu, Jiangmin - In: Journal of econometrics 208 (2019) 1, pp. 265-281

Persistent link: https://www.econbiz.de/10012144990

Wan, Runqing; Fulop, Andras; Li, Junye - In: Journal of econometrics 230 (2022) 1, pp. 114-130

Persistent link: https://www.econbiz.de/10013441922

Bekaert, Geert; Hoerova, Marie - In: Journal of econometrics 183 (2014) 2, pp. 181-192

Persistent link: https://www.econbiz.de/10010506065

Bollerslev, Tim; Xu, Lai; Zhou, Hao - In: Journal of econometrics 187 (2015) 2, pp. 458-471

Persistent link: https://www.econbiz.de/10011499728

Chang, Chia-Lin; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 403-407

Persistent link: https://www.econbiz.de/10011499624

Chang, Chia-Lin (ed.); McAleer, Michael (ed.) - 2015

Persistent link: https://www.econbiz.de/10011499675

Ding, Yashuang - In: Journal of econometrics 232 (2023) 2, pp. 521-543

Persistent link: https://www.econbiz.de/10014340096

Renault, Eric; Werker, Bas J. M. - In: Journal of econometrics 160 (2011) 1, pp. 272-279

Persistent link: https://www.econbiz.de/10009242519

Tauchen, George Eugene; Zhou, Hao - In: Journal of econometrics 160 (2011) 1, pp. 102-118

Persistent link: https://www.econbiz.de/10009242533