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Bayesian Markov Switching Stochastic Correlation Models. (2013). Sartore, Domenico ; Casarin, Roberto ; Tronzano, Marco.
In: Working Papers.
RePEc:ven:wpaper:2013:11.

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  1. Bayesian Markov Switching Tensor Regression for Time-varying Networks. (2018). Billio, Monica ; Iacopini, Matteo ; Casarin, Roberto.
    In: Working Papers.
    RePEc:ven:wpaper:2018:14.

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  46. A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics. (2009). Galbraith, John ; Zhu, Dongming .
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  47. Multivariate stochastic volatility. (2007). Omori, Yasuhiro ; Asai, Manabu ; Chib, Siddhartha .
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    RePEc:tky:fseres:2007cf488.

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  48. Asymmetric power distribution: Theory and applications to risk measurement. (2007). Komunjer, Ivana.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:5:p:891-921.

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  49. Are Correlations Constant Over Time? Application of the CC-TRIGt-test to Return Series from Different Asset Classes.. (2007). Fischer, Matthias.
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  50. Multivariate stochastic volatility (Revised in May 2007, Handbook of Financial Time Series (Published in Handbook of Financial Time Series (eds T.G. Andersen, R.A. Davis, Jens-Peter Kreiss and T. Miko. (2007). Omori, Yasuhiro ; Asai, Manabu ; Chib, Siddhartha .
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