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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)
The effect of nonnormality
Lieberman, Offer, (1995)
A laplace approximation to the moments of a ratio of quadratic forms in normal variables
Lieberman, Offer, (1992)
Strike data with a crisis point
Lieberman, Offer, (1998)