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Modeling long-memory stochastic volatility
DeLima, Pedro J. F., (1994)
Analyse deutscher Aktien und Optionsscheine mittels ARCH-Modellen unter besonderer Berücksichtigung von Verteilungen der robusten Statistik
Bönte, Gunnar, (1997)
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H., (1997)
Some examples of random process environmental data analysis
Brillinger, David R., (2000)
Analysis of variance and problems under time series models : dedicated to the memory of Henry Scheffé
Brillinger, David R., (1980)
An empirical investigation of the Chandler wobble and two proposed excitation processes
Brillinger, David R., (1973)