Mills, Terence C.; Markellos, Raphael N. The econometric modelling of financial time series. 3rd ed. (English) Zbl 1151.62082 Cambridge: Cambridge University Press (ISBN 978-0-521-71009-1/pbk; 978-0-521-88381-8/hbk). xiii, 456 p. (2008). Reviewer: Herbert S. Buscher (Halle, Saale) MSC: 62P05 62M10 62P20 62-01 91B28 91B84 91-01 PDF BibTeX XML Cite \textit{T. C. Mills} and \textit{R. N. Markellos}, The econometric modelling of financial time series. 3rd ed. Cambridge: Cambridge University Press (2008; Zbl 1151.62082) Full Text: DOI OpenURL
Granger, Clive W. J.; Teräsvirta, Timo Modelling nonlinear economic relationships. (English) Zbl 0893.90030 Advanced Texts in Econometrics. Oxford: Oxford University Press. x, 187 p. (1993). Reviewer: N.Heldermann (Berlin) MSC: 91B82 62P20 PDF BibTeX XML Cite \textit{C. W. J. Granger} and \textit{T. Teräsvirta}, Modelling nonlinear economic relationships. Oxford: Oxford University Press; Internet: \newline http: //www.oup-usa.org/gcdocs/gc\_019877320X.html (1993; Zbl 0893.90030) OpenURL