Asymptotic and Bootstrap Inference for AR(Infinity) Processes with Conditional Heteroskedasticity
Silvia Goncalves, Lutz Kilian
Econometric Reviews, vol. 26, 2007, p. 609-641.

Option Prices Sustained by Risk-Preferences
Antonio Camara
Journal of Business, vol. 78, 2005, p. 1683-1708.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
Silvia Goncalves, Lutz Kilian
Journal of Econometrics, vol. 123, 2004, p. 89-120.

The Role of Market Expansion on Equilibrium Bundling Strategies
Praveen Kopalle, Aradhna Krishna, João Borges de Assunção
Managerial and Decision Economics, vol. 20, 1999, p. 365-377.