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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)
Long-term memory in stock market prices
Lo, Andrew W., (1989)
Statistical tests of contingent claims asset pricing models : a new methodology
Lo, Andrew W., (1986)
Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W., (1997)