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Journal Article

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Ravi Jagannathan

Journal of Financial Econometrics, Volume 20, Issue 1, Winter 2022, Pages 1–17, https://doi.org/10.1093/jjfinec/nbz038

Published: 10 January 2020

Journal Article

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Paul Schneider and Fabio Trojani

Journal of Financial Econometrics, Volume 17, Issue 3, Summer 2019, Pages 341–396, https://doi.org/10.1093/jjfinec/nby021

Published: 05 September 2018

Journal Article

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Bertille Antoine

Journal of Financial Econometrics, Volume 10, Issue 1, Winter 2012, Pages 164–197, https://doi.org/10.1093/jjfinec/nbr008

Published: 01 January 2012