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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle, (2000)
Kernel m-estimators and functional residual plots
Gouriéroux, Christian, (2000)
Modèles de durée et effets de génération
Gouriéroux, Christian, (1991)