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Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - In: Journal of econometrics 177 (2013) 2, pp. 320-342

Persistent link: https://www.econbiz.de/10010255140

Bibinger, Markus; Neely, Christopher J.; Winkelmann, Lars - In: Journal of econometrics 209 (2019) 2, pp. 158-184

Persistent link: https://www.econbiz.de/10012302583

Aït-Sahalia, Yacine; Brunetti, Celso - In: Journal of econometrics 217 (2020) 1, pp. 20-45

Persistent link: https://www.econbiz.de/10012482736

Bada, Oualid; Kneip, Alois; Liebl, Dominik; Mensinger, Tim - In: Journal of econometrics 226 (2022) 2, pp. 399-422

Persistent link: https://www.econbiz.de/10013461818

Aït-Sahalia, Yacine; Sağlam, Mehmet - In: Journal of econometrics 239 (2024) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10015074464

Shintani, Mototsugu; Tomoyoshi, Yabu; Nagakura, Daisuke - In: Journal of econometrics 169 (2012) 2, pp. 301-309

Persistent link: https://www.econbiz.de/10009673181

Almeida, Caio; Ardison, Kym; Garcia, René - In: Journal of econometrics 214 (2020) 2, pp. 349-378

Persistent link: https://www.econbiz.de/10012438396

Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 237 (2023) 2,3, pp. 1-31

Persistent link: https://www.econbiz.de/10014471796

Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of econometrics 223 (2021) 1, pp. 222-250

Persistent link: https://www.econbiz.de/10012619969

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

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