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Multiperiod conditional distribution functions for conditionally normal GARCH(1, 1) models
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- Journal:
- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 426-445
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- June 2005
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On the distribution of the search cost for the move-to-front rule with random weights
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- Journal:
- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 250-262
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- March 2004
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