Nova Publishers
My Account Nova Publishers Shopping Cart
HomeBooksSeriesJournalsReference CollectionseBooksInformationSalesImprintsFor Authors
  Top » Catalog » Journals » Journal of Applied Statistical Science » My Account  |  Cart Contents  |  Checkout   
Quick Find
Use keywords to find the product you are looking for.
Advanced Search
What's New? more
Computer Simulations: Advances in Research and Applications
Shopping Cart more
0 items
Shipping & Returns
Privacy Notice
Conditions of Use
Contact Us
01.Prediction Intervals of Future Generalized Order Statistics from Pareto Distribution (pp. 111-125)
02.Prediction of Future Pareto Ordered Observations Based on Doubly Type II Censored Sample (pp. 181-203)
03.Volume 16 Issue 3
04.Volume 17 Issue 1
Notifications more
NotificationsNotify me of updates to Volume 17 Issue 3
Tell A Friend
Tell someone you know about this product.
Volume 17 Issue 3 (_Journal of Applied Statistical Science) $150.00
Statistical Modeling of Volatility in Finance

Guest Editors A. Thavaneswaran and Jagbir Singh



1. Random Coefficient Autoregressive (RCA) Models with Nonlinear Stochastic Volatility Innovations
(A. Paseka, S.S. Appadoo and A. Thavaneswaran) pp. 331-350

2. Forecasting Performance of the (MA) Model and the (GMA) Model with Applications to Finance
(Mahendran Shitan, Shelton Peiris and Pehkoa Peng) pp. 351-362

3. Filtering and Option Pricing with Transformations
(H. Gong, J. Singh and A. Thavaneswaran) pp. 363-376

4. Option Pricing Under GARCH, Stochastic Volatility and Linear Autoregrssive Dynamics
(B. Abraham, S.T. Lim and A. Thavaneswaran) pp. 377-408

5. An Empirical Analysis of Simulated Maximum Likelihood in the Stochastic Volatility Model
(Bovas Abraham and Ji Eun Choi) pp. 409-426

6. A Markov Chain Modulated Short-Term Interest Rate Model: Inference on Central Bank Transparency (R. Bhar, D.R. Colwell and M.U. Peiris) pp. 427-446

7. Modeling Foreign Exchange Rates Using Copula-Based Autoregressive Conditional Duration Models
(Fentaw Abegaz and U.V. Naik-Nimbalkar) pp. 447-456

8. Score Test for Varying Copula Parameter in Bivariate Financial Time Series (Fentaw Aregaz and U.V. Naik-Nimbalkar) pp. 457-468

Available Options:
Special Focus Titles
01.Chaliapin and the Jews: The Question of Chaliapin's Purported Antisemitism
02.The Humanities: Past, Present and Future
03.The Poles: Myths and Reality
04.Child-Rearing: Practices, Attitudes and Cultural Differences
05."A Home Away from Home": A Community of International and South African University Students
06.Palliative Care: Oncology Experience from Hong Kong
07.The Enigma of Autism: Genius, Disorder or Just Different?
08.The Collector Mentality: Modernization of the Hunter-Gatherer
09.Face Processing: Systems, Disorders and Cultural Differences
10.Occurrences, Structure, Biosynthesis, and Health Benefits Based on Their Evidences of Medicinal Phytochemicals in Vegetables and Fruits. Volume 8
11.Crystal Growth: Concepts, Mechanisms and Applications
12.The Economic, Social and Political Impact of Mining on Akyem Abuakwa from the Pre-Colonial Era up to 1943

Nova Science Publishers
© Copyright 2004 - 2017

Volume 17 Issue 3 (_Journal of Applied Statistical Science)