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Okhrin, Yarema; Schmid, Wolfgang (2008). Surveillance of univariate and multivariate nonlinear time series. In: Frisén, Marianne (ed.) Financial Surveillance (pp. 153-175). Chichester: John Wiley & Sons
Okhrin, Yarema; Schmid, Wolfgang (2008). Surveillance of univariate and multivariate linear time series. In: Frisén, Marianne (ed.) Financial Surveillance (pp. 115-152). Chichester: John Wiley & Sons