Has participated in:
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Multifractal Models, Intertrade Durations and Return Volatility
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Multifractal models in finance : Their origin, properties, and applications
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The role of economic policy uncertainty in predicting U.S. recessions : A mixed-frequency Markov-switching vector autoregressive approach
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The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach