Published in: The Journal of Finance, 75 (2020) 1, Seite 507-550

Published in: Journal of Financial Econometrics, 16 (2018) 2, Seite 155-190

Published in: Journal of Applied Econometrics, 29 (2014) 7, Seite 1183-1209

Published in: Journal of Applied Econometrics, 29 (2014) 7, Seite 1183-1209

Published in: Journal of Business & Economic Statistics, 27 (2009) 3, Seite 331-339

Published in: Journal of Business & Economic Statistics, 27 (2009) 3, Seite 293-311

Published in: Journal of Econometrics, 133 (2006) 1, Seite 97-126

Published in: Econometric Theory, 19 (2003) 5

Published in: SSRN Electronic Journal (1996)

Published in: SSRN Electronic Journal (2019)

Published in: SSRN Electronic Journal (2003)

Published in: International Journal of Forecasting, 12 (1996) 2, Seite 283-288

Published in: Econometric Theory (2024), Seite 1-1

Published in: Journal of Financial Econometrics, 21 (2023) 2, Seite 263-297

Published in: Econometric Theory (2023), Seite 1-46

Published in: Journal of Financial Econometrics, 21 (2023) 2, Seite 311-315

Published in: Econometric Theory, 38 (2022) 4, Seite 689-751

Published in: SSRN Electronic Journal (2021)

Published in: Quantitative Economics, 10 (2019) 2, Seite 487-526

Published in: Journal of Business & Economic Statistics, 21 (2003) 2, Seite 295-318