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Seasonality and capacity : an application to Italy
De Blasio, Guido, (2000)
Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus, (1998)
De Blasio, Guido, (2001)
On stable factor structures in the pricing of risk
Ghysels, Eric, (1995)
Some econometric recipes for high-frequency data cooking
Ghysels, Eric, (2000)
A time series model with periodic stochastic regime switching
Ghysels, Eric, (1993)