Statistics and Its Interface

Volume 1 (2008)

Number 2


From the Editors

pp. 209-209

Dynamic credit models

Stewart Inglis, Alex Lipton, Ioana Savescu, and Artur Sepp

pp. 211-227

Quantile momentum

Gilbert W. Bassett, Rong Chen, and Yongchang Feng

pp. 243-254

Spot volatility estimation for high-frequency data

Jianqing Fan and Yazhen Wang

pp. 279-288

Bootstrap tests for simple structures in nonparametric time series regression

Jens-Peter Kreiss, Michael H. Neumann, and Qiwei Yao

pp. 367-380