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Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models
Huber, Florian, (2018)
Should I stay or should I go? A latent threshold approach to largeāscale mixture innovation models
Huber, Florian, (2019)
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
Huber, Florian, (2025)