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Cited by

• 2007An empirical study of the asymmetric cointegration relationships among the Chinese stock markets44 cited
• 2009An Introduction to Regime Switching Time Series Models41 cited
• 2023Enhancing multilayer perceptron neural network using archive-based harris hawks optimizer to predict gold prices39 cited
• 1997Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares31 cited
• 2009Falling and Explosive, Dormant and Rising Markets via Multiple-Regime Financial Time Series Models29 cited
• 2013Asymmetric Information and Volatility Forecasting in Commodity Futures Markets26 cited
• 2018A threshold stochastic volatility model with explanatory variables22 cited
• 2020Dissecting Tether’s Nonlinear Dynamics during Covid-1922 cited
• 2009A Multivariate Threshold Varying Conditional Correlations Model21 cited
• 2017Borderline: Judging the Adequacy of Return Distribution Estimation Techniques in Initial Margin Models20 cited
• 2019The asymmetric contagion effect from the U.S. stock market around the subprime crisis between 2007 and 201019 cited
• 2011Testing for structural change of AR model to threshold AR model16 cited