Presentation MuseumApp (at Museums and the web 2011)
Testing for ARCH in the presence of additive outliers
On the dynamics of business cycle analysis: editors' introduction
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
Paul D. McNelis, ,Neural networks in finance—gaining predictive edge in the market (2005) Elsevier Academic Press 0-12-485967-4 hardcover, 243 pages.
Nonlinear time series models in empirical finance
Daylighting in architecture: A European reference book: N. Baker et al. (Eds). James & James Ltd., (1994). ISBN 1-873-936-21-4. 378 pp.