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Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar, (2019)
A model for long memory conditional heteroscedasticity
Giraitis, Liudas, (2000)
Autoregressive conditional heteroscedasticity and theories of inflation
Bairam, Erkin İbrahim, (1992)
The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model
Creal, Drew, (2008)
Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation
Choi, Kyongwook, (2003)
Modeling financial time series with S-PLUS
Zivot, Eric, (2003)