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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)
Recent developments in modelling volatility in financial data
Nijman, Theodore E., (1991)
Generalized least squares estimation of linear models containing rational future expectations
Nijman, Theodore E., (1989)
Premia in forward foreign exchange as unobserved components