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Estimating Invariant Probability Densities for Dynamical Systems
Kilminster, Devin, (2002)
Non-Linear Markov Modelling Using Canonical Variate Analysis: Forecasting Exchange Rate Volatility
Mees, Alistair, (2000)
Non-linear modelling and forecasting of S&P 500 volatility
Verhoeven, Peter, (2002)