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 -