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Koijen, Ralph S. J.; Nijman, Theo E.; Werker, Bas J. M. - In: The review of financial studies 23 (2013) 2, pp. 741-740

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Andreou, Elena; Werker, Bas J. M. - In: The review of economics and statistics 94 (2012) 1, pp. 88-100

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Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 830-840

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Garel, Bernard; Hallin, Marc - In: Journal of the American Statistical Association : JASA 94 (1999) 448, pp. 1357-1371

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Dufour, Jean-Marie; Hallin, Marc - In: Journal of the American Statistical Association : JASA 88 (1993) 423, pp. 1026-1033

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