Nonlinear financial econometrics: Markov switching models, persistence and nonlinear cointegration. Basingstoke : Palgrave Macmillan, 2011. online [xix, 196 p.]. Dostupné na : <https://search.ebscohost.com/login.aspx?direct=true&db=nlebk&AN=356782&lang=sk&site=ehost-live&scope=site> ISBN 978-0-230-29521-6.