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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Time series analysis of export demand equations : a cross-country analysis
Senhadji-Semlali, Abdel, (1999)
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric, (1995)
Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
Račev, Svetlozar T., (2005)
Bayesian Inference for Hedge Funds with Stable Distribution of Returns
Güner, Biliana, (2011)
Stochastic models for risk estimation in volatile markets : a survey
Stoyanov, Stoyan V., (2010)