| Publication | Date of Publication | Type |
|---|
| Bayesian modeling of spatial integer-valued time series | 2023-09-15 | Paper |
| Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis | 2023-07-11 | Paper |
| Integer-valued transfer function models for counts that show zero inflation | 2022-12-08 | Paper |
| Bayesian inference of multiple structural change models with asymmetric GARCH errors | 2021-12-27 | Paper |
| Corrigendum to Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models | 2021-08-12 | Paper |
| Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts | 2021-02-25 | Paper |
| Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models | 2021-01-04 | Paper |
| Hysteretic Poisson INGARCH model for integer-valued time series | 2020-12-30 | Paper |
| Impact of quarantine on the 2003 SARS outbreak: a retrospective modeling study | 2020-10-28 | Paper |
| On hysteretic vector autoregressive model with applications | 2020-04-27 | Paper |
| Semi-parametric expected shortfall forecasting in financial markets | 2020-04-22 | Paper |
| A local unit root test in mean for financial time series | 2020-04-01 | Paper |
| On double hysteretic heteroskedastic model | 2020-04-01 | Paper |
| Autoregressive conditional negative binomial model applied to over-dispersed time series of counts | 2019-03-18 | Paper |
| Model selection of a switching mechanism for financial time series | 2019-02-08 | Paper |
| Bayesian estimation of smoothly mixing time-varying parameter GARCH models | 2018-11-23 | Paper |
| Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis | 2018-10-11 | Paper |
| Generalized Poisson autoregressive models for time series of counts | 2018-08-15 | Paper |
| Bayesian forecasting of value-at-risk based on variant smooth transition heteroskedastic models | 2018-05-14 | Paper |
| On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications | 2017-12-15 | Paper |
| Discriminant analysis by quantile regression with application on the climate change problem | 2017-09-28 | Paper |
| Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach | 2016-08-04 | Paper |
| Parameter change test for zero-inflated generalized Poisson autoregressive models | 2016-07-19 | Paper |
| Classification in segmented regression problems | 2016-01-12 | Paper |
| Bayesian variable selection in quantile regression | 2015-12-17 | Paper |
| A Bayesian Perspective on Mixed GARCH Models with Jumps | 2015-10-09 | Paper |
| Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations | 2015-04-08 | Paper |
| Threshold variable selection of asymmetric stochastic volatility models | 2015-03-03 | Paper |
| Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity | 2015-02-18 | Paper |
| Bayesian subset selection for threshold autoregressive moving-average models | 2015-01-28 | Paper |
| Multi-regime nonlinear capital asset pricing models | 2013-12-13 | Paper |
| A comparison of estimators for regression models with change points | 2012-12-31 | Paper |
| A Bayesian conditional autoregressive geometric process model for range data | 2012-12-30 | Paper |
| A review of threshold time series models in finance | 2011-12-01 | Paper |
| Detection of structural breaks in a time-varying heteroskedastic regression model | 2011-08-01 | Paper |
| Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models | 2011-04-06 | Paper |
| Bayesian model selection for heteroskedastic models | 2010-06-30 | Paper |
| Candidate genes associated with susceptibility for SARS-coronavirus | 2010-04-12 | Paper |
| Bayesian causal effects in quantiles: accounting for heteroscedasticity | 2010-03-30 | Paper |
| Estimation and inference for exponential smooth transition nonlinear volatility models | 2009-12-10 | Paper |
| Optimal dynamic hedging via copula-threshold-GARCH models | 2009-06-18 | Paper |
| Volatility forecasting using threshold heteroskedastic models of the intra-day range | 2009-06-12 | Paper |
| Comparison of nonnested asymmetric heteroskedastic models | 2009-04-06 | Paper |
| Testing for nonlinearity in mean and volatility for heteroskedastic models | 2008-12-17 | Paper |
| Modelling financial time series with threshold nonlinearity in returns and trading volume | 2008-06-18 | Paper |
| An empirical evaluation of fat-tailed distributions in modeling financial time series | 2008-03-26 | Paper |
| ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS | 2008-01-24 | Paper |
| Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors | 2007-09-07 | Paper |
| ESTIMATION IN RICKER'S TWO-RELEASE METHOD: A BAYESIAN APPROACH | 2007-03-20 | Paper |
| Asymmetric response and interaction of U.S. and local news in financial markets | 2006-05-24 | Paper |
| Bayesian estimation for time-series regressions improved with exact likelihoods | 2004-11-11 | Paper |
| On goodness of fit for time series regression models | 2003-11-10 | Paper |
| On the selection of subset bilinear time series models: a genetic algorithm approach | 2003-03-09 | Paper |
| A Bayesian analysis of generalized threshold autoregressive models | 2000-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225477 | 1999-03-09 | Paper |
| Detection of additive outliers in bilinear time series | 1998-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4344415 | 1998-02-05 | Paper |
| BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS | 1996-03-20 | Paper |
| Bayesian inferences and forecasting in bilinear time series models | 1993-10-07 | Paper |
| Bayesian analysis of bilinear time series models : a gibbs sampling approach | 1993-10-04 | Paper |
