Open Access
Subscription Access
Table of Contents
Articles
Long memory in spot market volatility and futures trading volume: Evidence from the Turkish stock market | |
A. Kasman, B. Okan, C. Torun | 1-11 |
Identification of Markers by Simultaneous Tests in a Set of Quantifying Dependences | |
J. Knizek, J. Sindelar, B. Vojtesek, P. Bouchal, R. Nenutil, L. Beranek | 12-20 |
Inference under Progressive Interval Censoring for Geometric Distribution | |
M. N. Patel, Ketan A. Gajjar | 21-36 |
A Structural Equation Model of Gambling in the United Kingdom | |
Arnold Kamis, Dominique Haughton, O. David Gulley, Patrick Scholten | 37-48 |
Bayesian Analysis of FIAPARCH Model: An Application to Sao Paulo Stock Market | |
Thelma Safadi, Isabel Pereira | 49-63 |
On Ordered Principles: Order Regression, Inter-Quantile Inference and Truncated Distributions | |
Ana Paula Martins | 64-103 |
Forecasting With Ratio Based Multivariate Discriminant Analysis | |
Xiaoping Shen, Jie Gao | 104-115 |
Selection of Minimum Size Repetitive Group Sampling Inspection Plans | |
R. Vijayaraghavan, D. Rajalakshmi, A. Loganathan | 116-131 |