The econometric analysis of seasonal time series by Ghysels, Eric 1956-

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Table of contents

Wavelet methods for time series analysis by Percival, Donald B.

Fourier analysis of time series an introduction by Bloomfield, Peter

A frequency domain approach for detecting self-exciting threshold autoregression (SETAR) nonlinearity by Magadia, Joselito C. 1961-

Time series analysis and its applications by Shumway, Robert H.

Nonlinear time series models in empirical finance by Franses, Philip Hans 1963-

Emerging equity markets and economic development by Bekaert, Geert

The econometric modelling of financial time series by Mills, Terence C.

Signal analysis wavelets, filter banks, time-frequency transforms, and applications by Mertins, Alfred

Conditioning variables and the cross-section of stock returns by Ferson, Wayne E.