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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)
Forecasting large changes in exchange rates
Lim, Guay C., (2000)
Weighted monetary aggregates : empirical evidence from Australia
The distribution of exchange rate returns and tahe pricing of currency opations
Lim, Guay C., (1998)