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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)
Stochastic volatility in financial markets : crossing the bridge to continuous time
Fornari, Fabio, (2000)
Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio, (1997)
Modeling the changing asymmetry of traditional variances
Fornari, Fabio, (1996)