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Aït-Sahalia, Yacine. Hansen, Lars Peter.
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ScienceDirect http://www.sciencedirect.com/science/book/9780444508973
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van Bergeijk, Peter A. G.. Brakman, Steven.
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Momoh, James A., 1950- Mili, Lamine.
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Farmer, Roger E. A.
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Teräsvirta, Timo. Tjøstheim, Dag. Granger, C. W. J. (Clive William John), 1934-2009.
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Oxford scholarship online http://dx.doi.org/10.1093/acprof:oso/9780199587148.001.0001
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Engle, R. F. (Robert F.) Watson, Mark W. Bollerslev, Tim, 1958- Russell, Jeffrey R.
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Oxford scholarship online http://dx.doi.org/10.1093/acprof:oso/9780199549498.001.0001
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Arndt, Channing. Tarp, Finn, 1951-
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LeSage, James P. Pace, R. Kelley.
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Agung, I. Gusti Ngurah. Wiley InterScience (Online service)
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Turnovsky, Stephen J..
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Degryse, Hans. Kim, Moshe. Ongena, Steven.
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Oxford scholarship online http://dx.doi.org/10.1093/acprof:oso/9780195340471.001.0001
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Calvet, Laurent E. Fisher, Adlai.
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ScienceDirect http://www.sciencedirect.com/science/book/9780121500139
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