Instruct: Given the title of a scientific paper, retrieve paper titles that are cited by the given paper
Query: Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
Markov Chain Monte Carlo Simulation Methods in Econometrics
Information demand and stock market volatility
Markowitz revisited: mean-variance models in financial portfolio analysis
High-variance multivariate time series forecasting using machine learning
two problems with variational expectation maximisation for time - series models .
statistical modeling of high - frequency financial data .
calibration of the time - dependent mean reversion parameter in the hull - white model using neural networks .
currency options volatility forecasting with shift - invariant wavelet transform and neural networks .
Spatial autocorrelation and the selection of simultaneous autoregressive models
predicting markov - switching vector autoregressive processes .
Outliers, level shifts, and variance changes in time series
Tracking time-varying parameters in software systems with extended Kalman filters
Modeling the S&P 500 index using the Kalman filter and the LagLasso
intraday periodicity and volatility persistence in financial markets .
Dynamic Mixture Models for Multiple Time-Series
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying
the asymptotic expansion formula of implied volatility for dynamic sabr model and fx hybrid model .
Time-varying dynamic bayesian networks
Forecasting Non-Stationary Time Series : From Theory to Algorithms
Stochastic Variational Inference
False positive malaria rapid diagnostic test in returning traveler with typhoid fever
Explaining the Gibbs Sampler
Building Integrated Photovoltaics (BIPV): Review, Potentials, Barriers and Myths
Instance-sensitive Fully Convolutional Networks
Deep Laplacian Pyramid Networks for Fast and Accurate Super-Resolution