Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand

By Kulikova M. V.  

Journal of Applied Statistics, Vol. 40, Iss. 3, 2013-03 ,pp. : 495-507

Taylor & Francis Ltd

Access to resources Recommend Favorite

Vector autoregression modelling and forecasting growth of South Korea

By Ghatak A.  

Journal of Applied Statistics, Vol. 25, Iss. 5, 1998-10 ,pp. : 579-592

Taylor & Francis Ltd

Access to resources Recommend Favorite

Joint modelling of pre-randomisation event counts and multiple post-randomisation survival times with cure rates: application to data for early epilepsy and single seizures

By Rogers J. K.  

Journal of Applied Statistics, Vol. 40, Iss. 3, 2013-03 ,pp. : 546-562

Taylor & Francis Ltd

Access to resources Recommend Favorite

Beta Regression for Modelling Rates and Proportions

By Silvia Ferrari  

Journal of Applied Statistics, Vol. 31, Iss. 7, 2004-08 ,pp. : 799-815

Taylor & Francis Ltd

Access to resources Recommend Favorite

Forecasting interest rates volatilities by GARCH (1,1) and stochastic volatility models

By Boscher Hans   Fronk Eva-Maria   Pigeot Iris  

Statistical Papers, Vol. 41, Iss. 4, 2000-10 ,pp. : 409-422

Springer Publishing Company

Access to resources Recommend Favorite