| 1 | Hamilton, J. Time Series Analysis, 1994. |
| 2 | Enders, W., Applied Econometric Time Series, John Wiley, 2004. |
| 3 | Tsay, R. S., Analysis of Financial Time Series, John Wiley, 2010. |
| 4 | Franses, P. H. and Dick van Dijk, Non-Linear Time Series Models in Empirical Finance, Cambridge Univ. Press, 2000. |