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Journal of forecasting
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A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
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An infinite hidden Markov model with stochastic volatility
Li, Chenxing
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 2187-2211
Persistent link: https://www.econbiz.de/10015110400
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