@MASTERSTHESIS\{IMM2005-03955,
    author       = "P. Saks",
    title        = "Adaptive and non-linear time series models in exchange rate forecasting",
    year         = "2005",
    school       = "Informatics and Mathematical Modelling, Technical University of Denmark, {DTU}",
    address      = "Richard Petersens Plads, Building 321, {DK-}2800 Kgs. Lyngby",
    type         = "",
    note         = "Supervised by Prof. Henrik Madsen. Thesis not publised",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/3955-full.html"
}