1. Conditional correlation in asset return and GARCH intensity model

   • Geon Ho Choe
   • Kyungsub Lee

   Original Paper 24 August 2013 Pages: 197 - 224

   

2. Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series

   • Robert Garthoff
   • Iryna Okhrin
   • Wolfgang Schmid

   Original Paper 29 September 2013 Pages: 225 - 255

   

3. Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data

   • Said Attaoui

   Original Paper 19 March 2014 Pages: 257 - 286

   

4. Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction

   • Ali Karimnezhad
   • Ahmad Parsian

   Original Paper 22 November 2013 Pages: 287 - 303