publication venue for
- Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. 70:367-385. 2023
- Drivers of economic and financial integration: A machine learning approach. 61:82-102. 2021
- A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach. 17:818-833. 2010
- Momentum and mean reversion across national equity markets. 13:24-48. 2006
- Volatility dynamics under duration-dependent mixing. 7:345-372. 2000
- An infinite hidden Markov model for short-term interest rates 2016