TY  - CHAP
TI  - Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models
AF  - 12th International Conference on Computational and Financial Econometrics (CFE 2018)
PP  - University of Pisa
UR  - http://www.cfenetwork.org/CFE2018/
PY  - 2018-01-01
AU  - Huber, Florian 
AU  - Kastner, Gregor 
AU  - Feldkircher, Martin 
ER -