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Wachter, Jessica; Warusawitharana, Missaka - In: Journal of econometrics 186 (2015) 1, pp. 74-93

Persistent link: https://www.econbiz.de/10011349544

Aït-Sahalia, Yacine; Kalnina, Ilze; Xiu, Dacheng - In: Journal of econometrics 216 (2020) 1, pp. 86-105

Persistent link: https://www.econbiz.de/10012439640

Feng, Guanhao; He, Jingyu - In: Journal of econometrics 230 (2022) 1, pp. 183-200

Persistent link: https://www.econbiz.de/10013441934

Lamont, Owen A. - In: Journal of econometrics 105 (2001) 1, pp. 161-184

Persistent link: https://www.econbiz.de/10001617161

Eraker, Bjørn; Wang, Jiakou - In: Journal of econometrics 187 (2015) 2, pp. 547-556

Persistent link: https://www.econbiz.de/10011499758

Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of econometrics 207 (2018) 1, pp. 71-91

Persistent link: https://www.econbiz.de/10012116125

Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco - In: Journal of econometrics 217 (2020) 2, pp. 312-334

Persistent link: https://www.econbiz.de/10012482765

Zhang, Xiaomeng; Zhang, Xinyu - In: Journal of econometrics 237 (2023) 2,3, pp. 1-20

Persistent link: https://www.econbiz.de/10014471810

Hendry, David F.; Mizon, Grayham E. - In: Journal of econometrics 182 (2014) 1, pp. 186-195

Persistent link: https://www.econbiz.de/10010497091

Giessing, Alexander; He, Xuming - In: Journal of econometrics 213 (2019) 1, pp. 235-260

Persistent link: https://www.econbiz.de/10012304550