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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)
Linear factor models in finance
Knight, John, (2005)
Forecasting volatility in the financial markets
Knight, John L., (1998)
Efficient estimation of the stochastic volatility model by the empirical characteristic function method
Knight, John L., (1999)