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Publisher: Wiley-Blackwell

Volume 31, Number 2, March 2010

Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models
pp. 65-75(11)
Authors: Gong, Yun; Li, Zhouping; Peng, Liang

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A symbolic test for testing independence between time series
pp. 76-85(10)
Authors: Matilla-García, Mariano; Rodríguez, José Miguel; Marín, Manuel Ruiz

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On an independent and identically distributed mixture bilinear time-series model
pp. 113-131(19)
Authors: Aknouche, Abdelhakim; Rabehi, Nadia

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A note on the mixture transition distribution and hidden Markov models
pp. 132-138(7)
Authors: Bartolucci, Francesco; Farcomeni, Alessio

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Time Series Analysis
pp. 139-139(1)
Author: SubbaRao, T.

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