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A test for the global minimum variance portfolio for small sample and singular covariance Taras BodnarStepan MazurKrzysztof Podgórski Original Paper 17 November 2016 Pages: 253 - 265
Prediction model-based kernel density estimation when group membership is subject to missing Hua HeWenjuan WangWan Tang Original Paper 19 November 2016 Pages: 267 - 288
Fourier methods for analyzing piecewise constant volatilities Max WornowizkiRoland FriedSimos G. Meintanis Original Paper 03 February 2017 Pages: 289 - 308
Minimum volume confidence sets for parameters of normal distributions Jin Zhang Original Paper 08 February 2017 Pages: 309 - 320
Box–Cox symmetric distributions and applications to nutritional data Silvia L. P. FerrariGiovana Fumes Original Paper 13 February 2017 Pages: 321 - 344
