Items where Author is "Maruotti, Antonello"
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Article
Gundersen, Kristian and Bacri, Timothee and Bulla, Jan and Holleland, Sondre and Maruotti, Antonello and Stove, Bard (2024) Testing for time-varying nonlinear dependence structures: Regime-switching and local Gaussian correlation. SCANDINAVIAN JOURNAL OF STATISTICS, 51 (3). pp. 1012-1060. ISSN 0303-6898, 1467-9469
Berentsen, Geir D. and Bulla, Jan and Maruotti, Antonello and Stove, Bard (2022) Modelling clusters of corporate defaults: Regime-switching models significantly reduce the contagion source. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 71 (3). pp. 698-722. ISSN 0035-9254, 1467-9876
