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Monitoring financial time series
Schmid, Wolfgang, (2000)
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M., (1998)
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy, (2002)
Cointegrating tests of purchasing power parity using ZNZ patterned VECM
Penm, Jack H. W., (2001)
Testing for purchasing power parity and efficiency in the Taiwan foreign exchange market
Penm, Jammie H., (1995)
Using the bootstrap as an aid in choosing the approximate representation for vector time series
Penm, Jack H. W., (1992)