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State space models with endogenous regime switching
Chang, Yoosoon, (2018)
Stochastic conditional duration model with intraday seasonality and limit order book information
Toyabe, Tomoki, (2022)
A threshold stochastic volatility model
So, Mike Ka-pui, (2002)
Bayesian exponential smoothing
Forbes, Catherine Scipione, (2000)
A structural time series model with Markov switching
Shami, Roland G., (2000)
Non-linear modelling of the Australian business cycle using a leading indicator
Shami, Roland G., (2002)