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The econometrics journal, 2018-06, Vol.21 (2), p.192-217
2018
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Journal of financial econometrics, 2009, Vol.7 (2), p.53-76
2009
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The econometrics journal, 2012-02, Vol.15 (1), p.1-31
2012
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The econometrics journal, 2005-01, Vol.8 (3), p.428-454
2005
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Journal of financial econometrics, 2008-04, Vol.6 (2), p.253-270
2008
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The Review of financial studies, 1993-01, Vol.6 (1), p.23-56
1993
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The Review of economic studies, 1997-10, Vol.64 (221), p.537-553
1997
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