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Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4087-4118 (2021).
MSC:  62P05 62N02
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Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2485-2497 (2021).
MSC:  91G70 62P05 62G05
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Statistik und ihre Anwendungen. Berlin: Springer Spektrum (ISBN 978-3-662-61735-9/pbk; 978-3-662-61736-6/ebook). xxi, 765 p. (2020).
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Cambridge: Cambridge University Press (ISBN 978-1-108-48038-3/hbk; 978-1-108-72734-1/pbk; 978-1-108-61604-1/ebook). xviii, 366 p. (2020).
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Vinod, Hrishikesh D. (ed.) et al., Financial, macro and micro econometrics using R. Amsterdam: Elsevier/North Holland. Handb. Stat. 42, 3-59 (2020).
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Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-68205-0/hbk; 978-1-119-07125-9/ebook). xxviii, 419 p. (2020).
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