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Boswijk, H. P., & Klaassen, F. (2003). Why frequency matters for unit root testing. (Quantitative Economics Discussion Paper; No. 2003/12). University of Amsterdam. http://www1.feb.uva.nl/pp/bin/264fulltext.pdf -
van der Ploeg, A. P. C., Boswijk, H. P., & de Jong, F. (2003). A state space approach to the estimation of multi-factor affine stochastic volatility option pricing models. (Quantitative Economics Discussion Paper; No. 2003/13). University of Amsterdam. http://www1.feb.uva.nl/pp/bin/263fulltext.pdf
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