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Model-based clustering of multiple time series

, and . Journal of Business & Economic Statistics, 26 (1): 78--89 (2008)

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Model-based clustering of multiple time series, and . Journal of Business & Economic Statistics, 26 (1): 78--89 (2008)Bayesian analysis of switching ARCH models, and . Journal of Time Series Analysis, 23 (4): 425--458 (182 07 2002)doi: 10.1111/1467-9892.00271.Asymmetries in bank lending behaviour. Frankfurt am Main, European Central Bank, (2001)