In competing risks model, several failure times arise potentially. The smallest failure time and its index only are observed. In this paper, nonparametric kernel estimators of the joint distribution function of failure times conditional on the covariates are proposed. Their weak or strong...

This study uses GARCH modelling to estimate and forecast conditional variances and covariances of returns calculated from a set of financial market series: twelve markka exchange rates, twelve corresponding short-term euro interest rates and the Finnish short-term interest rate, the Finnish...