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Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 297-312

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Silvennoinen, Annastiina; Teräsvirta, Timo - In: Handbook of financial time series, (pp. 201-229). 2009

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Hafner, Christian M.; Preminger, Arie - In: Econometric theory 25 (2009) 2, pp. 336-363

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Hafner, Christian M. (contributor); … - 2006

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