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A Bayesian dynamic compositional model for large density combinations in finance
Casarin, Roberto, (2020)
Casarin, Roberto, (2021)
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto, (2022)
Comparison of Akaike Information Criterion and Consistent Akaike Information Criterion for model selection in asymmetric price transmission studies
De-Graft Acquah, Henry, (2009)
Introduction to linear programming for economic analysis
De-Graft Acquah, Henry, (2018)
Alternative formulations of the Bayesian information criterion for comparing asymmetric price transmission models
De-Graft Acquah, Henry, (2010)