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Bollerslev, Tim; Todorov, Viktor; Li, Sophia Zhengzi - In: Journal of econometrics 172 (2013) 2, pp. 307-324

Persistent link: https://www.econbiz.de/10009706199

Chavez-Demoulin, V.; Embrechts, Paul; Sardy, S. - In: Journal of econometrics 181 (2014) 1, pp. 44-52

Persistent link: https://www.econbiz.de/10010473421

Paolella, Marc S.; Polak, Pawel; Walker, Patrick S. - In: Journal of econometrics 213 (2019) 2, pp. 493-515

Persistent link: https://www.econbiz.de/10012304579

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

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

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

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

Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of econometrics 167 (2012) 1, pp. 211-223

Persistent link: https://www.econbiz.de/10009551424

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

Dhaene, Geert; Wu, Jianbin - In: Journal of econometrics 217 (2020) 2, pp. 471-495

Persistent link: https://www.econbiz.de/10012482817

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

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

Aït-Sahalia, Yacine; Karamann, Mustafa; Mancini, Loriano - In: Journal of econometrics 219 (2020) 2, pp. 204-230

Persistent link: https://www.econbiz.de/10012483319