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Stylized facts on the temporal and distributional properties of daily data from speculative markets
Granger, C. W. J., (1994)
Statistical aspects of ARCH and stochastic volatility
Shephard, Neil G., (1996)
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C., (1998)
Composite monetary indicators for the United Kingdom : construction and empirical analysis
Mills, Terence C., (1983)
Recent developments in modelling trends and cycles in economic time series and their relevance to quantitative economic history
Mills, Terence C., (2000)
Business cycle volatility and economic growth : a reassessment