| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Bayesian approach to estimate the marginal loss distributions in operational risk management
|
Dalla Valle, L.
|
|
2008
|
52 |
6 |
p. 3107-3127
21 p.
|
artikel
|
| 2 |
A GMM procedure for combining volatility forecasts
|
Amendola, Alessandra
|
|
2008
|
52 |
6 |
p. 3047-3060
14 p.
|
artikel
|
| 3 |
A Hidden Markov Model applied to the protein 3D structure analysis
|
Regad, L.
|
|
2008
|
52 |
6 |
p. 3198-3207
10 p.
|
artikel
|
| 4 |
A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models
|
Giet, Ludovic
|
|
2008
|
52 |
6 |
p. 2945-2965
21 p.
|
artikel
|
| 5 |
Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models
|
Creal, Drew D.
|
|
2008
|
52 |
6 |
p. 2863-2876
14 p.
|
artikel
|
| 6 |
A theoretical result for processing signals that have unknown distributions and priors in white Gaussian noise
|
Pastor, Dominique
|
|
2008
|
52 |
6 |
p. 3167-3186
20 p.
|
artikel
|
| 7 |
Block clustering with Bernoulli mixture models: Comparison of different approaches
|
Govaert, Gérard
|
|
2008
|
52 |
6 |
p. 3233-3245
13 p.
|
artikel
|
| 8 |
Block sampler and posterior mode estimation for asymmetric stochastic volatility models
|
Omori, Yasuhiro
|
|
2008
|
52 |
6 |
p. 2892-2910
19 p.
|
artikel
|
| 9 |
Contents
|
|
|
2008
|
52 |
6 |
p. vi-viii
nvt p.
|
artikel
|
| 10 |
Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference
|
Francq, Christian
|
|
2008
|
52 |
6 |
p. 3027-3046
20 p.
|
artikel
|
| 11 |
Detection of chatter vibration in a drilling process using multivariate control charts
|
Messaoud, Amor
|
|
2008
|
52 |
6 |
p. 3208-3219
12 p.
|
artikel
|
| 12 |
Editorial Board
|
|
|
2008
|
52 |
6 |
p. iii-v
nvt p.
|
artikel
|
| 13 |
Estimation of the conditional risk in classification: The swapping method
|
Daudin, Jean-Jacques
|
|
2008
|
52 |
6 |
p. 3220-3232
13 p.
|
artikel
|
| 14 |
Exploratory data analysis leading towards the most interesting simple association rules
|
Iodice D’Enza, Alfonso
|
|
2008
|
52 |
6 |
p. 3269-3281
13 p.
|
artikel
|
| 15 |
Forecasting binary longitudinal data by a functional PC-ARIMA model
|
Aguilera, Ana M.
|
|
2008
|
52 |
6 |
p. 3187-3197
11 p.
|
artikel
|
| 16 |
Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
|
Bolduc, Denis
|
|
2008
|
52 |
6 |
p. 3148-3161
14 p.
|
artikel
|
| 17 |
Independent factor discriminant analysis
|
Montanari, Angela
|
|
2008
|
52 |
6 |
p. 3246-3254
9 p.
|
artikel
|
| 18 |
Maximizing equity market sector predictability in a Bayesian time-varying parameter model
|
Johnson, Lorne D.
|
|
2008
|
52 |
6 |
p. 3083-3106
24 p.
|
artikel
|
| 19 |
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH
|
Ruiz, Esther
|
|
2008
|
52 |
6 |
p. 2846-2862
17 p.
|
artikel
|
| 20 |
Modelling residuals dependence in dynamic life tables: A geostatistical approach
|
Debón, A.
|
|
2008
|
52 |
6 |
p. 3128-3147
20 p.
|
artikel
|
| 21 |
Multiple factor analysis and clustering of a mixture of quantitative, categorical and frequency data
|
Bécue-Bertaut, Mónica
|
|
2008
|
52 |
6 |
p. 3255-3268
14 p.
|
artikel
|
| 22 |
Multivariate reduced rank regression in non-Gaussian contexts, using copulas
|
Heinen, Andréas
|
|
2008
|
52 |
6 |
p. 2931-2944
14 p.
|
artikel
|
| 23 |
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
|
Strickland, Chris M.
|
|
2008
|
52 |
6 |
p. 2911-2930
20 p.
|
artikel
|
| 24 |
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise
|
Mancino, M.E.
|
|
2008
|
52 |
6 |
p. 2966-2989
24 p.
|
artikel
|
| 25 |
Sequential calibration of options
|
Lindström, Erik
|
|
2008
|
52 |
6 |
p. 2877-2891
15 p.
|
artikel
|
| 26 |
Some Recent Trends in Applied Stochastic Modeling and Multidimensional Data Analysis
|
Bertrand, Patrice
|
|
2008
|
52 |
6 |
p. 3164-3166
3 p.
|
artikel
|
| 27 |
Special Issue on Statistical and Computational Methods in Finance
|
Amendola, Alessandra
|
|
2008
|
52 |
6 |
p. 2842-2845
4 p.
|
artikel
|
| 28 |
The role of long memory in hedging effectiveness
|
Coakley, Jerry
|
|
2008
|
52 |
6 |
p. 3075-3082
8 p.
|
artikel
|
| 29 |
Volatility forecasting using threshold heteroskedastic models of the intra-day range
|
Chen, Cathy W.S.
|
|
2008
|
52 |
6 |
p. 2990-3010
21 p.
|
artikel
|
| 30 |
Volatility spillovers, interdependence and comovements: A Markov Switching approach
|
Gallo, Giampiero M.
|
|
2008
|
52 |
6 |
p. 3011-3026
16 p.
|
artikel
|
| 31 |
Wavelet analysis of stock returns and aggregate economic activity
|
Gallegati, Marco
|
|
2008
|
52 |
6 |
p. 3061-3074
14 p.
|
artikel
|
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