Australian & New Zealand Journal of Statistics

Table of Contents

Volume 50 Issue 1 (March 2008)

1-95

ORIGINAL ARTICLES

HEAVY‐TAILED‐DISTRIBUTED THRESHOLD STOCHASTIC VOLATILITY MODELS IN FINANCIAL TIME SERIES

  • Author: Cathy W. S. Chen, F. C. Liu, Mike K. P. So
  • Pub Online: Mar 18, 2008
  • DOI: 10.1111/j.1467-842X.2007.00498.x (p 29-51)

THE COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN 2 r FACTORIAL EXPERIMENTS AFTER PRELIMINARY HYPOTHESIS TESTING

  • Author: Khageswor Giri, Paul Kabaila
  • Pub Online: Mar 18, 2008
  • DOI: 10.1111/j.1467-842X.2007.00500.x (p 69-79)

Forthcoming papers

Forthcoming Papers

  • Author:
  • Pub Online: Mar 18, 2008
  • DOI: 10.1111/j.1467-842X.2008.00509.x (p 95-95)

Related Topics

Related Publications

Related Content

Site Footer

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.