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  1. Račev, Svetlozar T. [Author]; Mittnik, Stefan [Author]

    Stable paretian models in finance

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    Chichester; Weinheim [u.a.]: Wiley, 2000

    Published in: Series in financial economics and quantitative analysis

  2. Engle, Robert F. [Editor]

    ARCH : selected readings

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    Oxford; New York; Athens; Auckland; Bangkok: Oxford University Press, 1995

    Published in: Advanced texts in econometrics

  3. Andersen, Torben [Editor]; Davis, Richard A. [Other]; Kreiß, Jens-Peter [Other]; Mikosch, Thomas [Other]; Davis, Richard Alan [Editor]; Kreiß, Jens-Peter [Editor]; Mikosch, Thomas [Editor]

    Handbook of financial time series

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    Berlin, Heidelberg: Springer, 2009