A Nonparametric Test of Serial Independence for Time Series and Residuals von Ghoudi, Kilani, Kulperger, Reg J., Rémillard, Bruno

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stochastic forest fire growth model von Boychuk, Den, Braun, W. John, Kulperger, Reg J, Krougly, Zinovi L, Stanford, David A

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GARCH option pricing: A semiparametric approach von Badescu, Alexandru M., Kulperger, Reg J.

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Russian nesting dolls effect - Using wavelet analysis to reveal non-stationary and nested stationary signals in water yield from catchments on a northern forested landscape von Mengistu, Samson G., Creed, Irena F., Kulperger, Reg J., Quick, Christopher G.

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A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS von BADESCU, ALEXANDRU, ELLIOTT, ROBERT J., KULPERGER, REG, MIETTINEN, JARKKO, SIU, TAK KUEN

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A comonotonic theorem for BSDEs von Chen, Zengjing, Kulperger, Reg, Wei, Gang

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Jensen's inequality for g-expectation: part 1 von Chen, Zengjing, Kulperger, Reg, Jiang, Long

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The empirical distribution function and partial sum process of residuals from a stationary arch with drift process von Kawczak, Janusz, Kulperger, Reg, Yu, Hao

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Jensen's inequality for g-expectation, Part 2 von Chen, Zengjing, Kulperger, Reg, Jiang, Long

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A stochastic competing-species model and ergodicity von Chen, Zengjing, Kulperger, Reg

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Inequalities for upper and lower probabilities von Chen, Zengjing, Kulperger, Reg

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Modelling the Common Risk Among Equities: A Multivariate Time Series Model with an Additive GARCH Structure von Chu, Jingjia, Kulperger, Reg, Yu, Hao

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