Authors: C. Q. Cao R. S. Tsay

Citation: C. Q. Cao et R. S. Tsay, Nonlinear Time-series Analysis of Stock Volatilities, Journal of applied econometrics, 7(SU), 1992, pp. 165

Authors: R. S. Tsay

Citation: R. S. Tsay, Model checking via parametric bootstraps in time series analysis, Applied Statistics, 41(01), 1992, pp. 1