Statistical Applications: Credit A Regression for Modeling Credit Defaults: The Generalized Extreme Value Model Raffaella Calabrese , Silvia Osmetti 58th WSC (2011)
Statistical Applications: Credit A Case Study on Using Generalized Additive Models To Fit Credit Rating Scores Marlene Müller 58th WSC (2011)
Poster Spotlight Session Functional Autoregressive Time Series with Dependence on Derivatives José C.S. de Miranda 58th WSC (2011)
Poster Spotlight Session Forecasting Performance and M-Competition. Does the Accuracy Measure Matter? Ana J. Lopez , Rigoberto Perez , Blanca Moreno 58th WSC (2011)
Poster Spotlight Session Short-Term Traffic Flow Forecasting with Seasonal Vector Auto-Regressive Moving Average Model Tiep Khac Mai 58th WSC (2011)
Poster Spotlight Session Forecast of the Total Carried Freights and Analysis of the Impact of Rural Exodus on the Level of Activities: Case of the Port of San Pedro Moïse K. Kanga 58th WSC (2011)
Poster Spotlight Session Modeling of Variables Presenting Long Memory and Nonlinearity Evrard J. Badji , Abdou K. Diongue 58th WSC (2011)
Poster Spotlight Session Threshold Vector ARMA Forecasts under General Loss Functions Marcella Niglio 58th WSC (2011)
Poster Spotlight Session Realized Volatility Models for Electricity Markets Luigi Grossi , Giorgio Gozzi , Angelica Gianfreda 58th WSC (2011)
Poster Spotlight Session Dating, Detecting and Forecasting Financial Crises in the EU Candidate Countries Vesna Bucevska 58th WSC (2011)
