Journal of Statistical and Econometric Methods
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Volume 2, Issue 2
- Analysis on Finance Model and Risk Control for Supply Chain Finance Qian Zhang and Zhixiang Zhang
- Smooth Transition Autoregressive-GARCH Model in Forecasting Non-linear Economic Time Series Data Akintunde Mutairu Oyewale, Shangodoyin Dahud Kehinde and Kgosi Phazamile
- The Study of 1-order Processes through Haar Wavelet Xuewen Xia
- Resource Use Efficiency among Fadama Crop Farmers in Ibadan/Ibarapa Agricultural Zone of Oyo State, Nigeria: A Stochastic Frontier Approach F. U. Agbo, O. O. Ojo and V.B. Taru
- A Copula-GARCH Model of Conditional Dependencies: Estimating Tehran Market Stock Exchange Value-at-Risk Sedigheh Shams and Fatemeh K. Haghighi
- A Dynamic Econometric Model for Inflationary Inertia In Brazil Márcio Laurini
- Joint robust parameter estimation for symmetric stable distributions Csilla Csendes
- Volatility of the European Stock Market Indices During the Global Financial Crisis - A New Proposal of Stochastic Volatility Frank M. de Pinho and Thiago R. dos Santos
- On Two-stage LAO Testing of Multiple Hypotheses for a Pair of Families of Probability Distributions Evgueni Haroutunian, Parandzem Hakobyan and Farshin Hormozi-nejad
- Mean-Variance Portfolio Optimization Problem with Fixed Salary and Inflation Protection for a Defined Contribution Pension Scheme Charles I. Nkeki and Chukwuma R. Nwozo
