publication venue for
- 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. 202-220. 2016