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Multivariate GARCH models: a survey

Journal of applied econometrics (Chichester, England), 2006-01, Vol.21 (1), p.79-109

2006

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Exploring the expression and potential function of follicle stimulating hormone receptor in extragonadal cells related to abdominal aortic aneurysm

PloS one, 2023-05, Vol.18 (5), p.e0285607-e0285607

2023

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On the forecasting accuracy of multivariate GARCH models

Journal of applied econometrics (Chichester, England), 2012-09, Vol.27 (6), p.934-955

2012

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On loss functions and ranking forecasting performances of multivariate volatility models

Journal of econometrics, 2013-03, Vol.173 (1), p.1-10

2013

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The Contribution of Structural Break Models to Forecasting Macroeconomic Series

Journal of applied econometrics (Chichester, England), 2015-06, Vol.30 (4), p.596-620

2015

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Dynamics of variance risk premia: A new model for disentangling the price of risk

Journal of econometrics, 2020-08, Vol.217 (2), p.312-334

2020

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Liver fibrosis: from the bench to clinical targets

Digestive and Liver Disease, 2004-04, Vol.36 (4), p.231-242

2004

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Marginal likelihood for Markov-switching and change-point GARCH models

Journal of econometrics, 2014-01, Vol.178 (3), p.508-522

2014

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Fluorescent Labeling of Plasmid DNA and mRNA: Gains and Losses of Current Labeling Strategies

Bioconjugate chemistry, 2016-02, Vol.27 (2), p.280-297

2016

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Theory and inference for a Markov switching GARCH model

The econometrics journal, 2010-01, Vol.13 (2), p.218-244

2010

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Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality

Journal of business & economic statistics, 2012-04, Vol.30 (2), p.275-287

2012

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Multivariate option pricing with time varying volatility and correlations

Journal of banking & finance, 2011-09, Vol.35 (9), p.2267-2281

2011

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Hepatocellular Carcinoma Differentially Modulates AMPK Activity and Induces Autophagy in Hepatic Stellate Cells in a Paracrine Manner

Journal of hepatology, 2016, Vol.64 (2), p.S567-S568

2016

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Relevant parameter changes in structural break models

Journal of econometrics, 2020-07, Vol.217 (1), p.46-78

2020

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Targeting tumour-stromal interactions – differential pharmacological modification of AMPK/mTORC1 in human hepatic stellate cells and hepatocellular carcinoma

Journal of hepatology, 2017, Vol.66 (1), p.S461-S461

2017

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Option pricing with asymmetric heteroskedastic normal mixture models

International journal of forecasting, 2015-07, Vol.31 (3), p.635-650

2015

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Human Serum Albumin administration prevents cell death-derived extracellular nucleosomes and core-histones-driven inflammasome activation and portal hypertension in Acute on Chronic Liver Failure

Journal of hepatology, 2017, Vol.66 (1), p.S579-S579

2017

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Nonlinear financial econometrics JoE special issue introduction

Journal of econometrics, 2020-08, Vol.217 (2), p.203-206

2020

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Sparse change‐point VAR models

Journal of applied econometrics (Chichester, England), 2021-09, Vol.36 (6), p.703-727

2021

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P0423 : Role of apoptic DNA and extracellular core histones in inflammasome activation in primary human hepatic stellate cells

Journal of hepatology, 2015-04, Vol.62, p.S472-S472

2015

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The vacuolar adenosine tri-phosphatase (v-ATPase) proton pump as therapeutic target in human activated HSC

Journal of hepatology, 2017, Vol.66 (1), p.S650-S650

2017

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Mucosal-associated invariant T cells are significantly decreased and exhausted in patients with autoimmune liver disease, but promote primary hepatic stellate cell proliferation

Journal of hepatology, 2017, Vol.66 (1), p.S35-S36

2017

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The CXCL12/CXCR7 System Mediates Migration and Survival of Cholangiocarcinoma (CCA) Cells through Interaction with CXCR4 and Barrestin-2

Journal of hepatology, 2016, Vol.64 (2), p.S555-S555

2016

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Elucidating the Biomechanical Response of Human Hepatic Stellate Cells on Substrates Mimicking Healthy and Fibrotic Matrix Rigidity

Journal of hepatology, 2016, Vol.64 (2), p.S706-S706

2016

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Chk2 DNA damage response protein mislocalization further enhances chromosomal instability and human hepatocellular carcinoma progression

Journal of hepatology, 2017, Vol.66 (1), p.S78-S78

2017

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Multivariate GARCH models: a survey

Exploring the expression and potential function of follicle stimulating hormone receptor in extragonadal cells related to abdominal aortic aneurysm

On the forecasting accuracy of multivariate GARCH models

On loss functions and ranking forecasting performances of multivariate volatility models

The Contribution of Structural Break Models to Forecasting Macroeconomic Series

Dynamics of variance risk premia: A new model for disentangling the price of risk

Liver fibrosis: from the bench to clinical targets

Marginal likelihood for Markov-switching and change-point GARCH models

Fluorescent Labeling of Plasmid DNA and mRNA: Gains and Losses of Current Labeling Strategies

Theory and inference for a Markov switching GARCH model

Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality

Multivariate option pricing with time varying volatility and correlations

Hepatocellular Carcinoma Differentially Modulates AMPK Activity and Induces Autophagy in Hepatic Stellate Cells in a Paracrine Manner

Relevant parameter changes in structural break models

Targeting tumour-stromal interactions – differential pharmacological modification of AMPK/mTORC1 in human hepatic stellate cells and hepatocellular carcinoma

Option pricing with asymmetric heteroskedastic normal mixture models

Human Serum Albumin administration prevents cell death-derived extracellular nucleosomes and core-histones-driven inflammasome activation and portal hypertension in Acute on Chronic Liver Failure

Nonlinear financial econometrics JoE special issue introduction

Sparse change‐point VAR models

P0423 : Role of apoptic DNA and extracellular core histones in inflammasome activation in primary human hepatic stellate cells

The vacuolar adenosine tri-phosphatase (v-ATPase) proton pump as therapeutic target in human activated HSC

Mucosal-associated invariant T cells are significantly decreased and exhausted in patients with autoimmune liver disease, but promote primary hepatic stellate cell proliferation

The CXCL12/CXCR7 System Mediates Migration and Survival of Cholangiocarcinoma (CCA) Cells through Interaction with CXCR4 and Barrestin-2

Elucidating the Biomechanical Response of Human Hepatic Stellate Cells on Substrates Mimicking Healthy and Fibrotic Matrix Rigidity

Chk2 DNA damage response protein mislocalization further enhances chromosomal instability and human hepatocellular carcinoma progression

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