
Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.
Aastveit, K.A., Ravazzolo, F. and H.K. van Dijk (2018). Combined Density Nowcasting in an Uncertain Economic Environment Journal of Business and Economic Statistics, 36(1):131-145.