Research Articles

• Convergence Analysis of a Stochastic Progressive Hedging Algorithm for Stochastic Programming

  Zhenguo Mu, Junfeng Yang

  656-667

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• CQ-free optimality conditions and strong dual formulations for a special conic optimization problem

  Olga Kostyukova, Tatiana V. Tchemisova

  668-683

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• Minimax-robust forecasting of sequences with periodically stationary long memory multiple seasonal increments

  Maksym Luz; Mikhail Moklyachuk

  684-721

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• Sample Paths Properties of Stochastic Processes from Orlicz Spaces, with Applications to Partial Differential Equations

  Lyudmyla Sakhno, Yuriy Kozachenko, Enzo Orsingher, Olha Hopkalo

  722-739

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• A Note on CCMV Portfolio Optimization Model with Short Selling and Risk-neutral Interest Rate

  Tahereh Khodamoradi, Maziar Salahi, Ali Reza Najafi

  740-748

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• Volatility Modelling of the BRICS Stock Markets

  Rosinah M Mukhodobwane, Caston Sigauke, Wilbert Chagwiza, Winston Garira

  749-772

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• Overdisp: A Stata (and Mata) Package for Direct Detection of Overdispersion in Poisson and Negative Binomial Regression Models

  Luiz Paulo Lopes Fávero, Patrícia Belfiore, Marco Aurélio dos Santos, R. Freitas Souza

  773-789

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• Tail distribution of the integrated Jacobi diffusion process

  Nguyen Tien Dung , Trinh Nhu Quynh

  790-800

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