</p><p>1 "Modelling nonlinear economic time series" byTimo Ter&auml;svirta, Dag Tj&oslash;stheim and Clive W.J. Granger</p><p>2 "&nbsp;Nonlinear Time Series Nonparametric and Parametric Methods" by Jianqing Fan and Qiwei Yao</p><p>3 "Nonlinear Time Series Models in Empirical Finance" by Philip Hans Franses and Dick van Dijk</p>