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Public opinion concerning governments' response to the COVID-19 pandemic

PloS one, 2022-03, Vol.17 (3), p.e0260062

2022

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Bayesian quantile forecasting via the realized hysteretic GARCH model

Journal of forecasting, 2022-11, Vol.41 (7), p.1317-1337

2022

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Sex differences in learning from exploration

eLife, 2021-11, Vol.10

2021

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Bayesian Forecasting of Bounded Poisson Distributed Time Series

Entropy (Basel, Switzerland), 2023-12, Vol.26 (1), p.16

2023

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Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets

Journal of business & economic statistics, 2011-10, Vol.29 (4), p.481-492

2011

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Personalized Cognitive Health in Psychiatry: Current State and the Promise of Computational Methods

Schizophrenia bulletin, 2024-08, Vol.50 (5), p.1028-1038

2024

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Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range

International journal of forecasting, 2012-07, Vol.28 (3), p.557-574

2012

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Semi-parametric expected shortfall forecasting in financial markets

Journal of statistical computation and simulation, 2017-04, Vol.87 (6), p.1084-1106

2017

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Ordinal Time Series Forecasting of the Air Quality Index

Entropy (Basel, Switzerland), 2021-09, Vol.23 (9), p.1167

2021

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Bayesian non‐linear quantile effects on modelling realized kernels

International journal of finance and economics, 2023-01, Vol.28 (1), p.981-995

2023

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Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis

Journal of forecasting, 2012-12, Vol.31 (8), p.661-687

2012

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Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach

Computational statistics, 2016-03, Vol.31 (1), p.1-24

2016

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Dopamine and Norepinephrine Differentially Mediate the Exploration–Exploitation Tradeoff

The Journal of neuroscience, 2024-10, Vol.44 (44), p.e1194232024

2024

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On a Bivariate Hysteretic AR-GARCH Model with Conditional Asymmetry in Correlations

Computational economics, 2021-08, Vol.58 (2), p.413-433

2021

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On Asymmetric Market Model with Heteroskedasticity and Quantile Regression

Computational economics, 2017, Vol.49 (1), p.155-174

2017

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Divergent Strategies for Learning in Males and Females

Current biology, 2021-01, Vol.31 (1), p.39-50.e4

2021

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Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach

Japanese economic review (Oxford, England), 2016-03, Vol.67 (1), p.96-124

2016

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Forecasting volatility with asymmetric smooth transition dynamic range models

International journal of forecasting, 2012-04, Vol.28 (2), p.384-399

2012

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Candidate Genes Associated with Susceptibility for SARS-Coronavirus

Bulletin of mathematical biology, 2010-01, Vol.72 (1), p.122-132

2010

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Sequential delay and probability discounting tasks in mice reveal anchoring effects partially attributable to decision noise

Behavioural brain research, 2022-08, Vol.431, p.113951-113951, Article 113951

2022

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Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity

Computational economics, 2012-06, Vol.40 (1), p.19-48

2012

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The paradoxical association between tension-reduction alcohol outcome expectancies and tension following alcohol consumption

The American journal of drug and alcohol abuse, 2022-03, Vol.48 (2), p.206-216

2022

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Bayesian Expected Shortfall Forecasting Incorporating the Intraday Range

Journal of financial econometrics, 2016-01, Vol.14 (1), p.nbu022

2016

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Pair trading based on quantile forecasting of smooth transition GARCH models

The North American journal of economics and finance, 2017-01, Vol.39, p.38-55

2017

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Threshold variable selection of asymmetric stochastic volatility models

Computational statistics, 2013-12, Vol.28 (6), p.2415-2447

2013

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Public opinion concerning governments' response to the COVID-19 pandemic

Bayesian quantile forecasting via the realized hysteretic GARCH model

Sex differences in learning from exploration

Bayesian Forecasting of Bounded Poisson Distributed Time Series

Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets

Personalized Cognitive Health in Psychiatry: Current State and the Promise of Computational Methods

Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range

Semi-parametric expected shortfall forecasting in financial markets

Ordinal Time Series Forecasting of the Air Quality Index

Bayesian non‐linear quantile effects on modelling realized kernels

Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis

Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach

Dopamine and Norepinephrine Differentially Mediate the Exploration–Exploitation Tradeoff

On a Bivariate Hysteretic AR-GARCH Model with Conditional Asymmetry in Correlations

On Asymmetric Market Model with Heteroskedasticity and Quantile Regression

Divergent Strategies for Learning in Males and Females

Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach

Forecasting volatility with asymmetric smooth transition dynamic range models

Candidate Genes Associated with Susceptibility for SARS-Coronavirus

Sequential delay and probability discounting tasks in mice reveal anchoring effects partially attributable to decision noise

Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity

The paradoxical association between tension-reduction alcohol outcome expectancies and tension following alcohol consumption

Bayesian Expected Shortfall Forecasting Incorporating the Intraday Range

Pair trading based on quantile forecasting of smooth transition GARCH models

Threshold variable selection of asymmetric stochastic volatility models

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