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Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus, (2008)
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus, (2008)
US interest rates : are relations stable?
Karlsson, Sune, (2024)
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus, (2012)
Yield curve factors, term structure volatility, and bond risk premia