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Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 131 (2006) 1/2, pp. 123-150

Persistent link: https://www.econbiz.de/10003298567

Hirukawa, Masayuki; Prokhorov, Artem - In: Journal of econometrics 203 (2018) 2, pp. 344-358

Persistent link: https://www.econbiz.de/10011974687

Chalak, Karim - In: Journal of econometrics 238 (2024) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10015073828

Philipson, Tomas J.; Malani, Anup - In: Journal of econometrics 91 (1999) 2, pp. 273-298

Persistent link: https://www.econbiz.de/10001382091

Wansbeek, Tom - In: Journal of econometrics 104 (2001) 2, pp. 259-268

Persistent link: https://www.econbiz.de/10001606581

Corradi, Valentina; Swanson, Norman R.; Olivetti, Claudia - In: Journal of econometrics 104 (2001) 2, pp. 315-358

Persistent link: https://www.econbiz.de/10001606596

Chesher, Andrew; Dumangane, Montezuma; Smith, Richard J. - In: Journal of econometrics 111 (2002) 2, pp. 169-194

Persistent link: https://www.econbiz.de/10001715736

Frazis, Harley J.; Loewenstein, Mark A. - In: Journal of econometrics 117 (2003) 1, pp. 151-178

Persistent link: https://www.econbiz.de/10001787608

Haldrup, Niels; Montañés, Antonio; Sansó, Andreu - In: Journal of econometrics 127 (2005) 1, pp. 103-128

Persistent link: https://www.econbiz.de/10002756937

An, Yonghong; Hong, Shengjie; Zhang, Daiqiang - In: Journal of econometrics 236 (2023) 2, pp. 1-30

Persistent link: https://www.econbiz.de/10014365543