Search results for: Dennis Kristensen
Journal of Econometrics > 2017 > 198 > 2 > 189-208
Journal of Empirical Finance > 2016 > 38 > PB > 640-663
Computational Statistics & Data Analysis > 2016 > 100 > C > 99-114
Journal of Econometrics > 2015 > 188 > 1 > 22-39
Journal of Empirical Finance > 2015 > 31 > Complete > 85-108
The Econometrics Journal > 15 > 3 > 490 - 515
The Econometrics Journal > 15 > 3 > 420 - 461
Journal of Financial Economics > 2012 > 106 > 1 > 132-156
Journal of Econometrics > 2012 > 167 > 1 > 76-94
Journal of Financial Economics > 2011 > 102 > 2 > 390-415
Journal of Econometrics > 2011 > 164 > 2 > 382-403
Journal of Econometrics > 2010 > 158 > 1 > 78-94
Journal of Econometrics > 2010 > 156 > 2 > 239-259
Journal of Econometrics > 2008 > 144 > 2 > 392-408