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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)
A non-nested test of level-differenced versus log-differenced stationary models
Pesaran, Bahram, (1995)
Pesaran, Bahram, (1992)
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram, (2010)