Journal of Time Series Analysis

Cover image for Vol. 27 Issue 4

July 2006

Volume 27, Issue 4

Pages 477–636

  1. Original articles

    1. Top of page
    2. Original articles
    1. Structural Laplace Transform and Compound Autoregressive Models (pages 477–503)

      Serge Darolles, Christian Gourieroux and Joann Jasiak

      Article first published online: 7 APR 2006 | DOI: 10.1111/j.1467-9892.2006.00479.x

    2. On a Mixture GARCH Time-Series Model (pages 577–597)

      Zhiqiang Zhang, Wai Keung Li and Kam Chuen Yuen

      Article first published online: 10 FEB 2006 | DOI: 10.1111/j.1467-9892.2006.00467.x

    3. Testing the Null of Co-integration in the Presence of Variance Breaks (pages 613–636)

      Giuseppe Cavaliere and A. M. Robert Taylor

      Article first published online: 8 MAR 2006 | DOI: 10.1111/j.1467-9892.2006.00475.x