1. Tsay, R.S.: Analysis of Financial Time Series, 2nd edn. Wiiley, Hoboken (2005)
2. Rachev, S.T.: Handbook of Heavy Tailed Distributions in Finance: Hand-books in Finance. Elsevier, Amsterdam (2003)
3. Cont, R., Tankov, P.: Financial Modeling with Jump Processes. Chapman & Hall, London (2004)
4. Omeya, E., Gulcka, S.V., Vesilo, R.: Semi-heavy tails. Lith. Math. J. 58, 480–499 (2018)
5. Grunwald, G., Hyndman, R., Tedesco, L.: A Unified View of Linear AR(1) Models. D.P. Monash University, Clayton (1996)