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Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar, (2019)
Should you use GARCH models for forecasting volatility? : a comparison to GRU neural networks
Pallotta, Alberto, (2024)
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua, (2025)
A classical MCMC approach to the estimation of limited dependent variable models of time series
Monokroussos, George, (2009)
Dynamic limited dependent variable modeling and US monetary policy
Monokroussos, George, (2011)
The yield spread puzzle and the information content of SPF forecasts
Lahiri, Kajal, (2012)