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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric, (1995)
Nonparametric significance testing
Lavergne, Pascal, (2000)
A consistent test of conditional parametric distributions
Zheng, John Xu, (2000)
Bayesian inference in dynamic econometric models
Bauwens, Luc, (1999)
Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc, (1998)
Bayesin option pricing using asymmetric GARCH
Bauwens, Luc, (1997)