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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)
Data frequency and the number of factors in stock returns
Huang, Roger D., (1995)
Transformed securities and alternative factor structures
Huang, Roger D., (1992)
Does monetization of federal debt matter? : evidence from the financial markets
Huang, Roger D., (1986)