Browse Title Index


 
Issue Title
 
2017, Volume 18, Issue Number: 1 Local linear nonparametric estimation of the point at high risk Abstract
M.K. Attouch, H. Douini
 
2013, Volume 12, Issue Number: 3 Localizing the Public-Private Partnership in Taiwan Abstract
Po-Yu Lee, Hong-Cheng Liu
 
Autumn 2010, Volume 5 [Special], Number A10 Long memory in spot market volatility and futures trading volume: Evidence from the Turkish stock market Abstract
A. Kasman, B. Okan, C. Torun
 
2016, Volume 17, Issue Number: 1 Mainlobe Analysis in Wide Band Array based on Array Weighting using FRFT Low Pass Filter Abstract
G. Bharatha Sreeja, P. Kannan
 
2017, Volume 18, Issue Number: 3 Matrix Algebra and Invertibility Conditions for Linear Dynamic Stochastic General Equilibrium Models Abstract
M. Cavicchioli
 
2018, Volume 19, Issue Number: 2 McDonald Power Function Distribution with Theory and Applications Abstract
Muhammad Ahsan ul Haq, Rana Muhammad Usman, Nurbanu Bursa, Gamze Öze
 
Spring 2012, Volume 8, Number S12 Measuring Exchange Rate Pass-Through under Structural Changes: The Case of Turkey Abstract
A. Nazif Çatık, Mehmet Güçlü
 
2013, Volume 10, Issue Number: 1 Microcredit Scoring with Fuzzy Logic Model Abstract
R. Aboulaich, F. I. Khamlichi, M. Kaicer
 
Autumn 2011, Volume 7, Number A11 Model with AR(1) Error: A Comparative Simulation Study Abstract
M. I. Alheety, B. M Golam Kibria
 
2018, Volume 19, Issue Number: 1 Modeling and forecasting in various domains under the theory of autoregression Abstract
Abderrahmane Belguerna
 
2015, Volume 16, Issue Number: 3 Modeling and Prediction of Exchange Rate and Billion Gold Price of Thailand Abstract
P. Amphanthong, P. Busababodhin
 
Autumn 2012, Volume 9, Number A12 Modeling Stochastic Production Frontier with Panel Data Abstract
Arjun K. Gupta, Ngoc Nguyen
 
2014, Volume 15, Issue Number: 3 Modeling Technical Efficiency using Truncated Skewed Laplace Distribution Abstract
Ngoc Nguyen, Arjun K. Gupta, Junyi Wang
 
2015, Volume 16, Issue Number: 3 Modelization local linear regression for Functional random variables. Abstract
Abdelhak CHOUAF
 
2016, Volume 17, Issue Number: 1 Modelling Multivariate Durations Abstract
G. Forchini, K. Ranasinghe
 
2016, Volume 17, Issue Number: 3 Modelling the Relationship of Tourists’ Experiential Value, Brand Relationship and Consequences of Loyalty in Luxury Hotels Abstract
Che-Chao Chiang
 
2015, Volume 16, Issue Number: 1 Modelling time varying dependence of financial time series: A copula approach Abstract
S. O. Sewe, P. G. O. Weke, J. K. Mung’atu
 
2015, Volume 16, Issue Number: 2 Modified Influential Observation Detection in Bayesian Regression Using Conjugate Prior Distribution Abstract
S. Turkan, G. Ozel
 
2015, Volume 16, Issue Number: 1 Monotone Empirical Bayes Test for Parameter of the Exponential Distribution under Positive Associated Samples Abstract
Huang Juan, Li Naiyi
 
Spring 2010, Volume 4, Number S10 Multiplier-accelerator Models on Time Scales Abstract
Martin Bohner, Gregory Gelles, Julius Heim
 
2016, Volume 17, Issue Number: 2 Multiscale Characterization of Volatility of Main Stock Indexes Abstract
Thelma Sáfadi, Brani Vidakovic
 
Autumn 2011, Volume 7, Number A11 Nonlinear Relationship of Crude Oil Price and Primary Commodity Prices Abstract
Z. A. Kamaruzzama, M. T. Ismail
 
Spring 2007, Volume 1, Number S07 Nonlinearity and Long Memory Process: A Joint Hypothesis for The Purchasing Power Parity in MENA Countries Abstract
M. Benbouziane, A. Benamar
 
2017, Volume 18, Issue Number: 4 Nonparametric Estimation of the conditional hazard quantile function Abstract
El Hadj Hamel, Nadia Kadiri, Abbes Rabhi
 
Spring 2007, Volume 1, Number S07 Nonparametric Spectral Analysis of Continuous Time Series Abstract
M. A. Ghazal, A. Elhassanein
 
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