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Publications in Statistics

Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

The Detection of Earnings Manipulation: The Three-Phase Cutting Plane Algorithm Using Mathematical Programming

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

Bayesian Tobit Quantile Regression Usingg-Prior Distribution With Ridge Parameter

Journal of Statistical Computation and Simulation

Applied Mathematics

English

Issue Information

Wiley Interdisciplinary Reviews: Computational Statistics

English

A Beta-Inflated Mean Regression Model With Mixed Effects for Fractional Response Variables

Journal of Statistical Computation and Simulation

Applied Mathematics

English

Adaptive Interest Rate Modelling

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

Handbook of Item Response Theory: Volume One, Models

Journal of Statistical Computation and Simulation

Applied Mathematics

English

Risk Minimisation Using Options and Risky Assets

Operational Research

Numerical Analysis

Management Science

Computational Theory

Management of Technology

Operations Research

English

Heavy-Tailed Densities

Wiley Interdisciplinary Reviews: Computational Statistics

English

Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English