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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)
Testing for ARCH in ARCH-in-mean model
Beg, Rabiul Alam, (1997)
Business cycle asymmetry and the stock market
Silvapulle, Paramsothy, (1997)
Tests against inequality constraints when some nuisance parameters are present only under the alternative : test of ARCH in ARCH-M models
Beg, A. B. M. Rabiul A., (2001)