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Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-1-61197-642-7/hbk). xv, 277 p. (2021).
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Boca Raton, FL: CRC Press (ISBN 978-1-138-62632-4/hbk). 300 p. (2021).
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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. 2499-2524 (2021).
MSC:  62P05 62H05
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J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 6, 344-355 (2020) and Izv. Nats. Akad. Nauk Armen., Mat. 55, No. 6, 68-82 (2020).
MSC:  60D05 52A22 53C65
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J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 2, 71-75 (2020); translation from Izv. Nats. Akad. Nauk Armen., Mat. 55, No. 2, 3-8 (2020).
MSC:  60D05 52A22 53C65
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J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 1, 32-41 (2020); translation from Izv. Nats. Akad. Nauk Armen., Mat. 55, No. 1, 43-56 (2020).
MSC:  60D05 60A86 53C65
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Theory Probab. Math. Stat. 100, 77-106 (2020) and Teor. Jmovirn. Mat. Stat. 100, 75-101 (2019).
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