Applied Stochastic Models in Business and Industry

Cover image for Applied Stochastic Models in Business and Industry

Special Issue: Inference and prediction on financial risk management

January/March 2001

Volume 17, Issue 1

Pages 1–148

Issue edited by: Paolo Giudici, Wolfgang Polasek

  1. Editorials

    1. Top of page
    2. Editorials
    3. Research Articles
    1. Editorial (pages 1–3)

      Paolo Giudici and Wolfgang Polasek

      Article first published online: 26 FEB 2001 | DOI: 10.1002/asmb.429

  2. Research Articles

    1. Top of page
    2. Editorials
    3. Research Articles
    1. Maximum likelihood estimation of a latent variable time-series model (pages 5–17)

      Francesco Bartolucci and Giovanni De Luca

      Article first published online: 26 FEB 2001 | DOI: 10.1002/asmb.426

    2. Forecasting stock index volatility (pages 19–26)

      Riccardo Bramante and Santamaria Luigi

      Article first published online: 26 FEB 2001 | DOI: 10.1002/asmb.423

    3. Generalized dynamic linear models for financial time series (pages 27–39)

      Patrizia Campagnoli, Pietro Muliere and Sonia Petrone

      Article first published online: 26 FEB 2001 | DOI: 10.1002/asmb.428

    4. A simulation environment for discontinuous portfolio value processes (pages 41–55)

      Giorgio Consigli and Antonio Di Cesare

      Article first published online: 26 FEB 2001 | DOI: 10.1002/asmb.430

    5. Financial analysis using Bayesian networks (pages 57–67)

      Jozef Gemela

      Article first published online: 26 FEB 2001 | DOI: 10.1002/asmb.422

    6. An application of three bivariate time-varying volatility models (pages 121–133)

      I. D. Vrontos, S. G. Giakoumatos, P. Dellaportas and D. N. Politis

      Article first published online: 26 FEB 2001 | DOI: 10.1002/asmb.431

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