Asymmetric Control Limits for Weighted-Variance Mean Control Chart with Different Scale Estimators under Weibull Distributed Process
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
MODEL SELECTION BASED ON VALUE-AT-RISK BACKTESTING APPROACH FOR GARCH-TYPE MODELS
An indicator for month-trading of stocks
Moment structures of parameter-driven count time series models
