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Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4087-4118 (2021).
MSC:  62P05 62N02
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Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2141-2159 (2021).
MSC:  91G20 62P05 62N02
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Chapman & Hall/CRC Interdisciplinary Statistics Series. Boca Raton, FL: CRC Press (ISBN 978-0-367-19902-9/hbk; 978-0-429-24401-8/ebook). xviii, 477 p. (2020).
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J. Math. Sci., New York 245, No. 3, 341-349 (2020); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 144, 47-55 (2018).
MSC:  62B15 62N01 62G20
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