Bibliographical references

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Lucas, R.E., Jr. 1978. "Asset Prices in an Exchange Economy", Econometrica 46: 1429-1445. 

Moore, A. 1962. "A Statistical Analysis of Common-Stock Prices," Tesis Doctoral inédita, Graduate School of Business University of Chicago. 

Peña, D. y G.E.P. Box 1986. "Identifying Simplifying Structure in Time Series," Journal of the American Statistical Association (en prensa). 

Sims, C.A. 1984. "Martingale-Like Behavior of Prices and Interest Rates," University of Minnesota, Center for Economic Research Discussion Papel # 205. 

Tiao, G.C. y G.E.P. Box 1981. "Modeling Multiple Time Series with Applications," Journal of the American Statistical Association 76:802-816.