starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series. - Andrea Bucci; Giulio Palomba; Eduardo Rossi (R J., 2022)

Comparing unconstrained parametrization methods for return covariance matrix prediction. - Andrea Bucci; Luigi Ippoliti; Pasquale Valentini (Stat. Comput., 2022)