Journal of Time Series Analysis

Cover image for Vol. 28 Issue 4

July 2007

Volume 28, Issue 4

Pages 471–627

  1. Original articles

    1. Top of page
    2. Original articles
    1. Effects of outliers on the identification and estimation of GARCH models (pages 471–497)

      M. Angeles Carnero, Daniel Peña and Esther Ruiz

      Article first published online: 9 NOV 2006 | DOI: 10.1111/j.1467-9892.2006.00519.x

    2. Empirical likelihood confidence intervals for the mean of a long-range dependent process (pages 576–599)

      Daniel J. Nordman, Philipp Sibbertsen and Soumendra N. Lahiri

      Article first published online: 18 JAN 2007 | DOI: 10.1111/j.1467-9892.2006.00526.x