Statistica Neerlandica

Cover image for Vol. 65 Issue 2

May 2011

Volume 65, Issue 2

Pages 125–237

  1. Original articles

    1. Top of page
    2. Original articles
    1. Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH (pages 125–163)

      Massimiliano Caporin and Michael McAleer

      Article first published online: 1 FEB 2011 | DOI: 10.1111/j.1467-9574.2010.00479.x

    2. A J–function for inhomogeneous point processes (pages 183–201)

      M. N. M. van Lieshout

      Article first published online: 8 APR 2011 | DOI: 10.1111/j.1467-9574.2011.00482.x

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