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Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models.
Nijman, Theo E, (1990)
Premia in Forward Foreign Exchange as Unobserved Components: A Note.
Nijman, Theo E, (1993)
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity.
Drost, Feike C, (1998)