Journal of Time Series Analysis

Cover image for Vol. 31 Issue 2

March 2010

Volume 31, Issue 2

Pages 65–139

  1. Original Articles

    1. Top of page
    2. Original Articles
    3. Book Review
    1. Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (pages 65–75)

      Yun Gong, Zhouping Li and Liang Peng

      Version of Record online: 28 DEC 2009 | DOI: 10.1111/j.1467-9892.2009.00644.x

    2. A symbolic test for testing independence between time series (pages 76–85)

      Mariano Matilla-García, José Miguel Rodríguez and Manuel Ruiz Marín

      Version of Record online: 14 JAN 2010 | DOI: 10.1111/j.1467-9892.2009.00645.x

    3. On an independent and identically distributed mixture bilinear time-series model (pages 113–131)

      Abdelhakim Aknouche and Nadia Rabehi

      Version of Record online: 11 FEB 2010 | DOI: 10.1111/j.1467-9892.2009.00649.x

    4. A note on the mixture transition distribution and hidden Markov models (pages 132–138)

      Francesco Bartolucci and Alessio Farcomeni

      Version of Record online: 11 FEB 2010 | DOI: 10.1111/j.1467-9892.2009.00650.x

  2. Book Review

    1. Top of page
    2. Original Articles
    3. Book Review
    1. Time Series Analysis (page 139)

      T. Subba Rao

      Version of Record online: 28 DEC 2009 | DOI: 10.1111/j.1467-9892.2009.00641.x

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