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Swanson, Norman R.; Elliott, Graham; Ghysels, Eric; … - 2006

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Ghysels, Eric; Sinko, Arthur - In: Journal of econometrics 160 (2011) 1, pp. 257-271

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Colacito, Riccardo; Engle, Robert F.; Ghysels, Eric - In: Journal of econometrics 164 (2011) 1, pp. 45-59

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