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Sequentially adaptive Bayesian learning algorithms for inference and optimization
Geweke, John, (2019)
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland, (2015)
Improving asset price prediction when all models are false
Durham, Garland, (2014)