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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)
Small sample properties of the generalized method of moments estimators : application to the ARCH-model
Hamori, Shigeyuki, (1996)
Defying the conventional wisdom : US consumers are found to be more risk averse than those of Japan
Hamori, Shigeyuki, (1998)
On the time variation of risk premium in the Japanese stock market
Hamori, Shigeyuki, (1995)