Testing for neglected nonlinearity in regression models based on the theory of random fields

Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle

Dahl, Christian M., (2003)

Identifying nonlinear components by random fields in the US GNP growth : implications for the shape of the business cycle

Gonzalez-Rivera, Gloria, (2003)

Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood

Gonzalez-Rivera, Gloria, (2004)