Using Markov-switching models with Markov chain Monte Carlo inference methods in agricultural commodities trading. - Oscar V. De la Torre-Torres; Dora Aguilasocho-Montoya; José Álvarez-García; Biagio Simonetti (Soft Comput., 2020)

Testing an Algorithm with Asymmetric Markov-Switching GARCH Models in US Stock Trading. - Oscar V. De la Torre-Torres; Dora Aguilasocho-Montoya; José Álvarez-García (Symmetry, 2021)