Kenichi Shimizu | Bootstrapping Stationary Arma-garch Models |

Garch Models - Structure, Statistical Inference And Financial

Arma-cigmn - A Neural Network Model For Time Series 3149

Estimation Of Var By Employing Economic News In Garch Models Applied

Szymon Kaminski | The Pricing Of Options On Wig20 Using Garch Models |

Evaluating Var (value-at-risk) With The Arch/garch Class Of Models

Modeling Nigeria Banks Share Price Using Smooth Transition Garch Model

Kenichi Tamoto | Learning In Mediaeval England (600-1100) |

Condition Monitoring Of Machinery In Non-stationary Operations

Asymptotic Nonparametric Statistical Analysis Of Stationary Time

Minimax-robust Estimation Technique For Stationary Stochastic

Jayanta Choudhury | Stationary-propagating Solutions Of The

Kenichi Morita | Theory Of Reversible Computing | Buch | Englisch

Arma An Gözkaman | Turkey's Response To Post-cold War International

Kenichi Miyamoto (u. A.) | Asbestos Disaster | Taschenbuch | Englisch

Kenichi Tamoto | Virgin, Virginity And Maiden In Old English |