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Research Reports 2005

123 K. W. Ng and H. Tong
Inverse Bayes, Information Gain and a Dependence Index| (PDF)
November 2005

122 S. Ling, H. Tong and D. Li
Ergodicity and Invertibility of Threshold MA (1) Models| (PDF)
November 2005

121 A. C Atkinson, M. Riani and Andrea Cerioli
Random Start Forward Searches with Envelopes for Detecting Clusters in Multivariate Data| (PDF)
October 2005

120 D. Ucinski and A. C. Atkinson
Experimental Design for Processes Over Time: How Many Time Series| (PDF)
June 2005

119 M. Wang and Q. Yao
Modelling multivariate volatilities: an ad hoc approach| (PDF)
June 2005

118 Z. Lu, D. Tjostheim and Q. Yao
Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory| (PDF)
June 2005

117 J. Fan, M. Wang and Q. Yao
Modelling multivariate volatilities via conditionally uncorrelated components| (PDF)
June 2005

116 W. Polonik and Q. Yao
Testing for multivariate volatility functions using minimum volume sets and inverse regression| (PDF)
June 2005

115 Anthony C. Atkinson
DT-Optimum designs for model discrimination and parameter estimation| (PDF)
February 2005

114 Ragnar Norberg 
Dynamic Greeks| ( LSE Research Online)
January 2005

113 Ragnar Norberg
Interest Guarantees in Banking| (LSE Research Online)
January 2005

112 R. Norberg and M. Steffensen
What is the Time Value of a Stream of Investments?| (LSE Research Online)
January 2005