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Forecasting with smooth transition autoregressive models
Lundbergh, Stefan, (2000)
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris, (1996)
Spectral analysis, seasonality, nonlinearity, methodology, and forecasting
Ghysels, Eric, (2001)
Forecasting economic and financial time-series with non-linear models
Clements, Michael P., (2003)
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans, (1996)
On SETAR non-linearity and forecasting