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Non-linear methods for time series analysis: Non-linear and Non-stationary Time Series Analysis. By M.B. Priestley. London: Academic Press. 1988. viii + 237 pp. Non-linear Time Series: A Dynamical System Approach. By Howell Tong. Oxford: Oxford University Press. 1990. xvi + 566 pp. ARCH Models in Finance. R.F. Engle and M. Rothschild, Eds. Journal of Econometrics Supplement, 52, 1/2. 1992. 311 pp

Marji Lines

Ricerche Economiche, 1993, vol. 47, issue 4, 407-415

Date: 1993
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