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Christoffersen, Peter F.; Feunou, Bruno; Jacobs, Kris; … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 663-697

Persistent link: https://www.econbiz.de/10010487742

Vasquez, Aurelio - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2727-2754

Persistent link: https://www.econbiz.de/10011929375

Jiang, George J.; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1519-1544

Persistent link: https://www.econbiz.de/10010343638

Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661

Persistent link: https://www.econbiz.de/10010487089

Fan, Zhenzhen; Xiao, Xiao; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 1, pp. 67-93

Persistent link: https://www.econbiz.de/10012805776

Cremers, Martijn; Weinbaum, David - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 335-367

Persistent link: https://www.econbiz.de/10003990691

Hu, Guanglian; Liu, Yuguo - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 6, pp. 2385-2411

Persistent link: https://www.econbiz.de/10013367097

Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2663-2683

Persistent link: https://www.econbiz.de/10012128877

Bali, Turan G.; Murray, Scott - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 4, pp. 1145-1171

Persistent link: https://www.econbiz.de/10010255208

Hu, Guanglian; Jacobs, Kris - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 3, pp. 1025-1060

Persistent link: https://www.econbiz.de/10012195631