1. Burgess, N.: Cointegration. In: Shadbolt, J., Taylor, J.G. (eds.) Neural Networks and the Financial Markets: predicting, combining and portfolio optimisation, pp. 181–191. Springer, Heidelberg (2002)
2. Burgess, N.: Statistical arbitrage models of the FTSE 100. In: Abu-Mostafa, Y., LeBaron, B., Lo, A.W., Weigend, A.S. (eds.) Computational Finance 1999, pp. 297–312. MIT Press, Cambridge (2000)
3. Towers, N.: Joint optimisation in statistical arbitrage trading. In: Shadbolt, J., Taylor, J.G. (eds.) Neural Networks and the Financial Markets: predicting, combining and portfolio optimisation, pp. 193–201. Springer, Heidelberg (2002)
4. Burgess, N., Refenes, A.: Modelling nonlinear cointegration in international equity index futures. In: Refenes, A., Abu-Mostafa, Y., Moody, J., Weigend, A. (eds.) Neural Networks in Financial Engineering, pp. 50–63. World Scientific, Singapore (1996)
5. Garrett, I., Taylor, N.: Intraday and interday basis dynamics: Evidence from the FTSE 100 index futures market. Studies in Nonlinear Dynamics nd Econometrics 5, 133–152 (2001)