publication venue for Multivariate Markov-switching score-driven models: An application to the global crude oil market. 26. 2022 The reaction of stock market returns to unemployment. 21. 2017 Maximally Autocorrelated Power Transformations: A Closer Look at the Properties of Stochastic Volatility Models. 16. 2012 Testing for Conditional Heteroscedasticity in the Components of Inflation. 13. 2009 Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components. 12 :1-32. 2008