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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 reappraisal of misspecified econometric models
Monfort, Alain, (1995)
Monfort, Alain, (1996)
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain, (2008)