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Sentana, Enrique - In: Journal of econometrics 119 (2004) 2, pp. 257-289

Persistent link: https://www.econbiz.de/10001956189

Christensen, Jens H. E.; Diebold, Francis X.; … - In: Journal of econometrics 164 (2011) 1, pp. 4-20

Persistent link: https://www.econbiz.de/10009270418

Pope, Rulon D.; LaFrance, Jeffrey T.; Just, Richard E. - In: Journal of econometrics 162 (2011) 1, pp. 35-43

Persistent link: https://www.econbiz.de/10009270718

Shiyi, Chen; Chng, Michael T.; Liu, Qingfu - In: Journal of econometrics 222 (2021) 1,2, pp. 468-483

Persistent link: https://www.econbiz.de/10012619708

Lehmann, Bruce Neal - In: Journal of econometrics 45 (1990) 1, pp. 71-92

Persistent link: https://www.econbiz.de/10001332079

Peñaranda, Francisco; Sentana, Enrique - In: Journal of econometrics 170 (2012) 2, pp. 303-324

Persistent link: https://www.econbiz.de/10009685912

Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 134 (2006) 1, pp. 235-256

Persistent link: https://www.econbiz.de/10003368426

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

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

Aït-Sahalia, Yacine; Xiu, Dacheng - In: Journal of econometrics 201 (2017) 2, pp. 384-399

Persistent link: https://www.econbiz.de/10011920525

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

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