| Publication | Date of Publication | Type |
|---|
| Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets | 2025-01-20 | Paper |
| Semiparametric GARCH via Bayesian Model Averaging | 2024-10-11 | Paper |
| Capturing measurement error bias in volatility forecasting by realized GARCH models | 2024-10-02 | Paper |
| The rule of three, its variants and extensions | 2024-07-24 | Paper |
| On the certainty of an inductive inference: the binomial case | 2024-07-24 | Paper |
| Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals | 2024-07-18 | Paper |
| Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures | 2024-07-18 | Paper |
| A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures | 2023-06-20 | Paper |
| Dynamic quantile function models | 2022-09-30 | Paper |
| Stationary distribution and threshold dynamics of a stochastic SIRS model with a general incidence | 2022-08-10 | Paper |
| Analysis of a stochastic distributed delay epidemic model with relapse and Gamma distribution kernel | 2022-03-31 | Paper |
| Manifold Optimization-Assisted Gaussian Variational Approximation | 2022-03-29 | Paper |
| Bayesian forecast of the basic reproduction number during the Covid-19 epidemic in Morocco and Italy | 2022-02-22 | Paper |
| Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics | 2021-09-03 | Paper |
| Forecasting risk via realized GARCH, incorporating the realized range | 2021-07-16 | Paper |
| Bayesian model selection for logistic regression with misclassified outcomes | 2020-10-07 | Paper |
| Forecasting trade durations via ACD models with mixture distributions | 2020-09-16 | Paper |
| Semi-parametric expected shortfall forecasting in financial markets | 2020-04-22 | Paper |
| Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution | 2019-09-26 | Paper |
| Consensus priors for multinomial and binomial ratios | 2019-08-30 | Paper |
| Bayesian tail‐risk forecasting using realized GARCH | 2019-02-08 | Paper |
| Extended realized GARCH models | 2018-12-03 | Paper |
| Bayesian estimation of smoothly mixing time-varying parameter GARCH models | 2018-11-23 | Paper |
| Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility | 2018-11-19 | Paper |
| Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis | 2018-10-11 | Paper |
| Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting | 2018-10-11 | Paper |
| Bayesian estimation and inference for log-ACD models | 2016-08-04 | Paper |
| Posterior predictive arguments in favor of the Bayes-Laplace prior as the consensus prior for binomial and multinomial parameters | 2016-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3195074 | 2015-10-21 | Paper |
| A generalized class of skew distributions and associated robust quantile regression models | 2015-02-25 | 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 |
| Bayesian variable selection for Poisson regression with underreported responses | 2014-04-14 | 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 |
| Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution | 2012-12-30 | 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 |
| 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 |
| A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models | 2009-06-02 | Paper |
| Bayesian sample size determination for case-control studies with misclassification | 2009-05-29 | Paper |
| Comparison of nonnested asymmetric heteroskedastic models | 2009-04-06 | Paper |
| Inference for Proportions in a 2 × 2 Contingency Table: HPD or not HPD? | 2008-12-22 | Paper |
| Testing for nonlinearity in mean and volatility for heteroskedastic models | 2008-12-17 | Paper |
| ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS | 2008-01-24 | 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 |
| Theory & Methods: Bayesian variable selection in logistic regression: predicting company earnings direction | 2003-08-06 | Paper |
| Efficient Bayesian Inference for Dynamic Mixture Models | 2002-07-30 | Paper |
| Diagnostics for Time Series Analysis | 2000-03-01 | Paper |
