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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

Hallin, Marc; Mathias, Charles; Pirotte, Hugues; … - In: Journal of econometrics 163 (2011) 1, pp. 42-50

Persistent link: https://www.econbiz.de/10009270591

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

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

Peluso, Stefano; Mira, Antonietta; Mulière, Pietro - In: Journal of econometrics 184 (2015) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10011326824

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

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

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

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

Christensen, Kim; Oomen, Roel; Renò, Roberto - In: Journal of econometrics 227 (2022) 2, pp. 461-497

Persistent link: https://www.econbiz.de/10013442150

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

Kolokolov, Aleksey; Livieri, Giulia; Pirino, Davide - In: Journal of econometrics 218 (2020) 1, pp. 32-81

Persistent link: https://www.econbiz.de/10012482896