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Content
July 2005, Volume 21, Issue 4‐5
- 379-381 Comment on the implementation challenge of pricing decision support systems for retail managers
by Suzanne N. Valentine & Krishna Venkatraman - 383-392 Retail assortment, shelf and stockout management: issues, interplay and future challenges
by Katia Campo & Els Gijsbrechts - 393-394 Comment on retail assortment, shelf and stockout management: issues, interplay and future challenges
by Henk J. Gianotten - 395-396 Comment on retail assortment, shelf and stockout management: issues, interplay and future challenges
by Gilles Gros - 397-402 The proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects
by Harald J. van Heerde - 403-404 Comment on the proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects
by Eijte W. Foekens - 405-405 Comment on the proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects
by Tom J. M. Wilms - 407-408 Rejoinder for the proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects
by Harald J. van Heerde - 409-416 Measuring short‐ and long‐run promotional effectiveness on scanner data using persistence modelling
by Marnik G. Dekimpe & Dominique M. Hanssens & Vincent R. Nijs & Jan‐Benedict E. M. Steenkamp - 417-419 Comment on measuring short‐ and long‐run promotional effectiveness on scanner data using persistence modelling
by Jean‐Bernard Kazmierczak - 421-422 Rejoinder for measuring short‐ and long‐run promotional effectiveness on scanner data using persistence modelling
by Marnik G. Dekimpe & Dominique M. Hanssens & Vincent R. Nijs & Jan‐Benedict E.M. Steenkamp - 423-434 Market response models and marketing practice
by Dominique M. Hanssens & Peter S. H. Leeflang & Dick R. Wittink - 435-435 Comment on market response models and marketing practice
by Douwe Rademaker - 437-438 Comment on market response models and marketing practice
by Jorge Silva‐Risso - 439-441 Rejoinder for market response models and marketing practice
by Dominique M. Hanssens & Peter S. H. Leeflang & Dick R. Wittink - 443-448 Lessons from the front line: two key ways in which the internet has changed marketing forever
by Xavier Drèze - 449-449 Comment on lessons from the front line: two key ways in which the internet has changed marketing forever
by Daniel B. Kaye - 451-455 The effect of survey measurement on respondent behaviour
by Vicki G. Morwitz - 457-459 Comment on the effect of survey measurement on respondent behaviour
by Herbert C. Sorensen - 461-473 The value of simple models in new product forecasting and customer‐base analysis
by Peter S. Fader & Bruce G. S. Hardie - 475-476 Comment on the value of simple models in new product forecasting and customer‐base analysis
by D. Mitchell Barns
May 2005, Volume 21, Issue 3
- 227-239 Bounds to optimal burn‐in and optimal work size
by Ji Hwan Cha & Jie Mi - 241-249 Future pricing through homogeneous semi‐Markov processes
by Giuseppe Di Biase & Jacques Janssen & Raimondo Manca - 251-263 Analysis of call centre arrival data using singular value decomposition
by Haipeng Shen & Jianhua Z. Huang - 265-272 On the weak IFR aging of bivariate lifetime distributions
by Maxim Finkelstein & Veronica Esaulova - 273-288 Asymmetric response and interaction of U.S. and local news in financial markets
by Cathy W. S. Chen & Mike K. P. So & Richard H. Gerlach
March 2005, Volume 21, Issue 2
- 95-96 Editorial
by Gilbert Saporta & Michel Bera - 97-109 Supervised classification and tunnel vision
by David J. Hand - 111-136 A tutorial on ν‐support vector machines
by Pai‐Hsuen Chen & Chih‐Jen Lin & Bernhard Schölkopf - 137-151 On‐line learning for very large data sets
by Léon Bottou & Yann Le Cun - 153-163 Non‐parametric regression with wavelet kernels
by Alain Rakotomamonjy & Xavier Mary & Stéphane Canu - 165-173 Statistical modelling of functional data
by Philippe C. Besse & Hervé Cardot & Robert Faivre & Michel Goulard - 175-185 Some linear programming methods for frontier estimation
by G. Bouchard & S. Girard & A. Iouditski & A. Nazin - 187-197 A statistical approach to class separability
by Djamel A. Zighed & Stéphane Lallich & Fabrice Muhlenbach - 199-214 A comparative study of multi‐class support vector machines in the unifying framework of large margin classifiers
by Yann Guermeur & André Elisseeff & Dominique Zelus - 215-226 Intrinsic Kriging and prior information
by E. Vazquez & E. Walter & G. Fleury
January 2005, Volume 21, Issue 1
- 1-26 Exchange rate uncertainty and trade growth—a comparison of linear and non‐linear (forecasting) models
by Helmut Herwartz & Henning Weber - 27-44 Estimation of integrated volatility in stochastic volatility models
by Jeannette H. C. Woerner - 45-53 A simple test of exponentiality against NWBUE family of life distributions
by M. Z. Anis & M. Mitra - 55-82 Predictability and model selection in the context of ARCH models
by Stavros Degiannakis & Evdokia Xekalaki - 83-94 Modelling U.S. monthly inflation in terms of a jointly seasonal and non‐seasonal long memory process
by L. A. Gil‐Alana
October 2004, Volume 20, Issue 4
- 305-321 Long‐range dependence and performance in telecom networks
by Pier Luigi Conti & Antonio Lijoi & Fabrizio Ruggeri - 323-338 Bayesian estimation of NIG models via Markov chain Monte Carlo methods
by Dimitris Karlis & Jostein Lillestöl - 339-353 The total median in statistical quality control
by Fernanda Figueiredo & M. Ivette Gomes - 355-378 Price discovery in the Texas cash cattle market
by David A. Bessler & Ernest E. Davis
July 2004, Volume 20, Issue 3
- 171-172 Editorial
by Wolfgang Polasek & Fabrizio Ruggeri - 173-184 A model‐based approach to quality control of paper production
by Patrick E. Brown & Peter J. Diggle & Robin Henderson - 185-200 Control charts: a cost‐optimization approach for processes with random shifts
by András Zempléni & Miklós Véber & Belmiro Duarte & Pedro Saraiva - 201-218 Comparison of multivariate methods for robust parameter design in sheet metal spinning
by Corinna Auer & Martina Erdbrügge & Roland Göbel - 219-238 Spatio‐temporal modelling of corrosion in an industrial furnace
by John Little & Michael Goldstein & Philip Jonathan & Kees den Heijer - 239-251 Characterizing the measurement precision of thermal resistance measurements
by Jan Engel & Joris van Kempen - 253-264 Bayesian reliability analysis of complex repairable systems
by Antonio Pievatolo & Fabrizio Ruggeri - 265-280 Global European portfolio construction: Does a changing volatility structure matter?
by Wolfgang Polasek & Momtchil Pojarliev - 281-289 A statistical analysis of the customer satisfaction with car dealers
by Annarita Roscino & Alessio Pollice - 291-303 Bivariate non‐parametric regression models: simulations and applications
by Alessandra Durio & Ennio Davide Isaia
April 2004, Volume 20, Issue 2
- 95-114 International greenhouse gas emissions when global warming is a stochastic process
by Franz Wirl - 115-130 Analysis of economic time series: effects of extremal observations on testing heteroscedastic components
by Luigi Grossi & Fabrizio Laurini - 131-142 Modelling the process of incoming problem reports on released software products
by Geurt Jongbloed & Tonny Verbaken - 143-153 Aging properties of the residual life length of k‐out‐of‐n systems with independent but non‐identical components
by Xiaohu Li & Jing Chen - 155-170 Estimation in the continuous time mover‐stayer model with an application to bond ratings migration
by Halina Frydman & Ashay Kadam
January 2004, Volume 20, Issue 1
- 1-2 From the mathematical model to the real‐life problem
by Maxim Finkelstein - 3-15 A non‐parametric approach to software reliability
by Axel Gandy & Uwe Jensen - 17-26 On a cumulative damage process and resulting first passages times
by Waltraud Kahle & Heide Wendt - 27-36 Comparison of steady system availability with imperfect repair
by Ji Hwan Cha & Sangyeol Lee & Jie Mi - 37-48 Numerical comparisons of approximations of geometric sums
by Jean‐Louis Bon & Anne Philippe - 49-57 Combinatorial approaches to Monte Carlo estimation of network lifetime distribution
by I. Gertsbakh & Y. Shpungin - 59-71 Warranty cost analysis: non‐zero repair time
by Stefanka Chukova & Yu Hayakawa - 73-91 Optimal replacement policy for a series system with obsolescence
by Sophie Mercier & Pierre‐Etienne Labeau
October 2003, Volume 19, Issue 4
- 269-290 Regional Bell Operating Company entry into long‐distance and non‐price discrimination against rival interexchange carriers: empirical evidence from panel data
by Paul R. Zimmerman - 291-301 Dual‐ and triple‐mode matrix approximation and regression modelling
by Stan Lipovetsky & W. Michael Conklin - 303-313 Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations
by M. Scotto & H. Ferreira - 315-326 Efficiency measure, modelling and estimation in combined array designs
by Tak Mak & Fassil Nebebe - 327-347 A sequential condition‐based repair/replacement policy with non‐periodic inspections for a system subject to continuous wear
by B. Castanier & C. Bérenguer & A. Grall - 349-360 A real options approach for entering the Internet securities trading businesses with start‐up time
by Chin‐Tsai Lin & Tyrone T. Lin & Lung‐Chu Yeh
July 2003, Volume 19, Issue 3
- 169-169 Editor's Foreword
by Brani Vidakovic & Robert Lund - 171-183 A wavelet solution to the spurious regression of fractionally differenced processes
by Yanqin Fan & Brandon Whitcher - 185-198 Wavelet‐based estimation of a discriminant function
by Woojin Chang & Seong‐Hee Kim & Brani Vidakovic - 199-219 Wavelets in state space models
by Eliana Zandonade & Pedro A. Morettin - 221-230 Wavelet thresholding in partially linear models: a computation and simulation
by Leming Qu - 231-244 Thresholded scalogram and its applications in process fault detection
by Myong K. Jeong & Di Chen & Jye‐Chyi Lu - 245-268 Applications of Hilbert–Huang transform to non‐stationary financial time series analysis
by Norden E. Huang & Man‐Li Wu & Wendong Qu & Steven R. Long & Samuel S. P. Shen
April 2003, Volume 19, Issue 2
- 91-104 Mixture models in econometric duration analysis
by Karl Mosler - 105-120 A state space model for rub‐off triangles
by Teresa Alpuim & Isabel Ribeiro - 121-131 Batch process and transfer decisions in foreign market: a real options model
by Chin‐Tsai Lin & Cheng‐Ru Wu - 133-146 On some measures and distances for positive random variables
by M. S. Finkelstein - 147-167 A risk model driven by Lévy processes
by Manuel Morales & Wim Schoutens
January 2003, Volume 19, Issue 1
- 1-11 A method for portfolio choice
by Robert Elliott & Juri Hinz - 13-30 Dispersion effects in unreplicated factorial designs
by Kerstin Wiklander & Sture Holm - 31-42 Stochastic analysis in life office management: applications to large annuity portfolios
by Mariarosaria Coppola & Emilia Di Lorenzo & Marilena Sibillo - 43-49 Optimal harvesting policies for a generalized Gordon–Schaefer model in randomly varying environment
by M. A. Shah & Usha Sharma - 51-65 Comparison of maintenance policies with monotone failure rate distributions
by Esther Frostig - 67-88 Latent variable modelling of price‐change in 295 manufacturing industries
by Zoe Georganta
October 2002, Volume 18, Issue 4
- 347-356 Multivariate least squares and its relation to other multivariate techniques
by Stan Lipovetsky & Asher Tishler & W. Michael Conklin - 357-367 A generalized multinomial discriminant procedure with applications
by Majid Mojirsheibani - 369-379 Optimum inspection under competing risks with proportional hazards
by F. G. Badía & M. D. Berrade & Clemente A. Campos - 381-389 The application of neural networks to predict abnormal stock returns using insider trading data
by Alan M. Safer - 391-406 A bootstrap procedure for mixture models: applied to multidimensional scaling latent class models
by Suzanne Winsberg & Geert De Soete
July 2002, Volume 18, Issue 3
- 185-187 Special Issue on Business and Industrial Statistics
by Chihiro Hirotsu & Nobuo Shinozaki - 189-195 Effectiveness of neural networks to regression with structural changes
by Miyoko Asano & Hiroe Tsubaki & Tadashi Yoshizawa - 197-206 Rotation designs: orthogonal first‐order designs with higher order projectivity
by Dizza Bursztyn & David M. Steinberg - 207-218 Design of experiments with unknown parameters in variance
by Valerii V. Fedorov & Robert C. Gagnon & Sergei L. Leonov - 219-224 The power binomial distribution: a flexible (two‐parameter) finite probability distribution
by N. I. Fisher - 225-243 On the use of compound noise factor in parameter design experiments
by X. Shirley Hou - 245-257 Application of tube formula to distributional problems in multiway layouts
by Satoshi Kuriki & Akimichi Takemura - 259-270 A linear mixed model for the hedonic pricing model
by Michiko Miyamoto & Hiroe Tsubaki - 271-286 Wilcoxon‐type rank‐sum precedence tests: large‐sample approximation and evaluation
by H. K. T. Ng & N. Balakrishnan - 287-299 Exact permutation tests for unreplicated factorials
by Fortunato Pesarin & Luigi Salmaso - 301-312 Metal fatigue, Wicksell transform and extreme values
by Rinya Takahashi & Masaaki Sibuya - 313-322 Statistical design of double EWMA controller
by Sheng‐Tsaing Tseng & Rouh‐Jane Chou & Shui‐Pin Lee - 323-337 Age‐based warranty data analysis without date‐specific sales information
by Lianhua Wang & Kazuyuki Suzuki & Wataru Yamamoto - 339-346 Statistical concepts of capability of detection
by Peter‐Th. Wilrich
April 2002, Volume 18, Issue 2
- 101-120 Sequential sampling schemes and other statistical techniques in quality of service business surveys
by Shaul K. Bar‐Lev & Camil Fuchs - 121-134 Stock timing using genetic algorithms
by J. Korczak & P. Roger - 135-146 On the shape of the mean residual lifetime function
by M. S. Finkelstein - 147-155 Maintenance policy for multivariate standby/operating units
by F. G. Badía & M. D. Berrade & Clemente A. Campos - 157-170 A reliability semi‐Markov model involving geometric processes
by Rafael Pérez‐Ocón & Inmaculada Torres‐Castro - 171-184 On prices' evolutions based on geometric telegrapher's process
by Antonio Di Crescenzo & Franco Pellerey
January 2002, Volume 18, Issue 1
- 1-2 Obituary: Richard L. Tweedie
by C. C. Heyde - 3-22 Empirical modelling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH‐models and their implications
by Helmut Herwartz & Hans‐Eggert Reimers - 23-51 Random rates of growth and return: introducing the expo‐normal distribution
by Olivier de La Grandville & Anthony G. Pakes & Claude Tricot - 53-74 Modelling recruitment training in mathematical human resource planning
by A. C. Georgiou & N. Tsantas - 75-85 Minimizing a general loss function in off‐line quality control
by T. K. Mak & F. Nebebe - 87-99 Calibrating software reliability models when the test environment does not match the user environment
by Xuemei Zhang & Daniel R. Jeske & Hoang Pham
October 2001, Volume 17, Issue 4
- 307-318 Managing uncertainty in call centres using Poisson mixtures
by Geurt Jongbloed & Ger Koole - 319-330 Analysis of regression in game theory approach
by Stan Lipovetsky & Michael Conklin - 331-343 On testing of parameters in modulated power law process
by K. Muralidharan - 345-360 Three repair strategies
by José M. Rocha‐Martínez
July 2001, Volume 17, Issue 3
- 231-244 Incentive regulation and the change in productive efficiency in telecommunications in the United States
by Noel D. Uri - 245-260 A comparison of methods of approximations for probabilities of death for fractions of a year
by Helena Jasiulewicz - 261-276 An analysis of Taguchi's on‐line quality monitoring procedure for attributes with diagnosis errors
by Wagner Borges & Linda Lee Ho & Osiris Turnes - 277-291 Estimation in integer‐valued moving average models
by Kurt Brännäs & Andreia Hall - 293-306 The range inter‐event process in a symmetric birth–death random walk
by Pierre Vallois & Charles S. Tapiero
April 2001, Volume 17, Issue 2
- 149-164 Convex upper and lower bounds for present value functions
by D. Vyncke & M. Goovaerts & J. Dhaene - 165-179 Bayesian‐type count data models with varying coefficients: estimation and testing in the presence of overdispersion
by Ludwig Fahrmeir & Jochen Mayer - 181-204 Exchange rate uncertainty and employment: an algorithm describing ‘play’
by Ansgar Belke & Matthias Göcke - 205-219 On a discrimination problem for a class of stochastic processes with ordered first‐passage times
by Antonio Di Crescenzo & Luigi M. Ricciardi - 221-229 On an inverse problem in mixture failure rates modelling
by Max S. Finkelstein & Veronica Esaulova
January 2001, Volume 17, Issue 1
- 1-3 Editorial
by Paolo Giudici & Wolfgang Polasek - 5-17 Maximum likelihood estimation of a latent variable time‐series model
by Francesco Bartolucci & Giovanni De Luca - 19-26 Forecasting stock index volatility
by Riccardo Bramante & Santamaria Luigi - 27-39 Generalized dynamic linear models for financial time series
by Patrizia Campagnoli & Pietro Muliere & Sonia Petrone - 41-55 A simulation environment for discontinuous portfolio value processes
by Giorgio Consigli & Antonio Di Cesare - 57-67 Financial analysis using Bayesian networks
by Jozef Gemela - 69-81 Bayesian data mining, with application to benchmarking and credit scoring
by Paolo Giudici - 83-92 Statistical challenges in credit card issuing
by Alan Lucas - 93-108 Volatility analysis during the Asia crisis: a multivariate GARCH‐M model for stock returns in the U.S., Germany and Japan
by Wolfgang Polasek & Lei Ren - 109-120 Implementation and performance of various stochastic models for interest rate derivatives
by Francesco Rapisarda & Roberto Silvotti - 121-133 An application of three bivariate time‐varying volatility models
by I. D. Vrontos & S. G. Giakoumatos & P. Dellaportas & D. N. Politis - 135-148 A comparison of several time‐series models for assessing the value at risk of shares
by Walter Zucchini & Kristin Neumann
October 2000, Volume 16, Issue 4
- 235-248 The N‐limit of spectral gap of a class of birth–death Markov chains
by Boris L. Granovsky & A. I. Zeifman - 249-278 Dynamic singular perturbation problems for multi‐structures
by V. G. Maz'ya & A. B. Movchan - 279-296 A globally concave, monotone and flexible cost function: derivation and application
by Asher Tishler & Stan Lipovetsky - 297-310 Price comparison results and super‐replication: An application to passport options
by Vicky Henderson
July 2000, Volume 16, Issue 3
- 159-177 Cointegration analysis of brand and category sales: Stationarity and long‐run equilibrium in market shares
by Shuba Srinivasan & Frank M. Bass - 179-196 Stationary distribution for repairable systems
by H. Chetouani & V. S. Korolyuk - 197-217 On the role of state variables in interest rates models
by Nicole El Karoui & Helyette Geman & Vincent Lacoste - 219-234 Stationary availability of a semi‐Markov system with random maintenance
by Sophie Bloch‐Mercier
April 2000, Volume 16, Issue 2
- 85-98 Multivariate analysis for the assessment of factors affecting industrial competitiveness: The case of Greek food and beverage industries
by Daphne Lipovatz & Maria Mandaraka & Alexandros Mourelatos - 99-110 Modelling heterogeneity in a manpower system: a review
by F.I. Ugwuowo & S.I. McClean - 111-126 A point process approach to inventory models
by Christian Max Møller - 127-145 Drawing inferences from logit models for panel data
by Eric D. Nordmoe & Dipak C. Jain - 147-158 Some alternatives for conditional principal component analysis
by Ramon Nonell & Santiago Thió‐Henestrosa & Tomàs Aluja‐Banet
January 2000, Volume 16, Issue 1
- 1-9 On martingale diffusions describing the ‘smile‐effect’ for implied volatilities
by Hans‐Jochen Bartels - 11-21 The input/output process of a queue
by Marcel F. Neuts & Jian‐Min Li - 23-33 Maximum likelihood estimator for the drift of a Brownian flow
by Mi̇ne Çag̃lar - 35-45 Modelling strike duration distribution: a controlled Wiener process approach
by Mikael Linden - 47-71 Weekday dependence of German stock market returns
by Helmut Herwartz - 73-83 The closed continuous‐time homogeneous semi‐Markov system as a non‐Newtonian fluid
by George M. Tsaklidis
October 1999, Volume 15, Issue 4
- 225-226 Guest Editorial
by Carlo Lauro - 227-234 Stochastic modelling for evolution of stock prices by means of functional principal component analysis
by Ana M. Aguilera & Francisco A. Ocaña & Mariano J. Valderrama - 235-240 Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations
by M. G. Bruno & P. Allegrini & P. Grigolini - 241-257 Usual operations with symbolic data under normal symbolic form
by Marc Csernel & F. A. T. De Carvalho - 259-267 Dynamic graphics and model validation: an application to best‐practice production functions
by Sergio Destefanis & Giovanni C. Porzio - 269-275 A stochastic model for financial evaluation: applications to actuarial contracts
by Emilia Di Lorenzo & Marilena Sibillo & Gerarda Tessitore - 277-299 The effects of pruning methods on the predictive accuracy of induced decision trees
by Floriana Esposito & Donato Malerba & Giovanni Semeraro & Valentina Tamma - 301-309 A simultaneous non‐symmetrical principal component analysis with a group structure
by Vincenzo Esposito & Simona Balbi - 311-317 Analysing data on lengths of stay of hospital patients using phase‐type distributions
by M. J. Faddy & S. I. McClean - 319-324 Classification based on rules and thyroids dysfunctions
by Karina Gibert & Zdenko Sonicki - 325-332 Inference and first‐passage‐times for the lognormal diffusion process with exogenous factors: application to modelling in economics
by R. Gutiérrez & P. Román & F. Torres - 333-352 A simple graphical method for the comparison of two mortality experiences
by S. Haberman & A. E. Renshaw - 353-368 A unified approach for reliability and performability evaluation of semi‐Markov systems
by Nikolaos Limnios & Gheorghe Oprian - 369-378 A comparison between parallel algorithms for system parameter estimation in dynamic linear models
by P. Mantovan & A. Pastore & S. Tonellato - 379-385 Fuzzy clustering and consensus methods: an application to the analysis of Italian banks
by Maria Adele Milioli - 387-392 Multidimensional scaling and stock location assignment in a warehouse: an application
by Angelo M. Mineo & Antonella Plaia - 393-408 SAfe‐side requirements in the framework of multistate models for the insurances of the person
by Annamaria Olivieri - 409-417 Design and selection of products via genetic algorithms and neural networks
by Paola Palmitesta & Corrado Provasi & Cosimo Spera - 419-427 Non‐symmetrical factorial discriminant analysis for symbolic objects
by Francesco Palumbo & Rosanna Verde - 429-441 Multistate models for long‐term care insurance and related indexing problems
by Ermanno Pitacco - 443-449 Application of the Poisson process model for the early detection of enterprises' bankruptcy
by J. P. Rasson & V. Bertholet - 451-460 File grafting in market research
by Roser Rius & Tomàs Aluja‐Banet & Ramon Nonell - 461-468 A ‘maximum‐path’‐based classification
by Sergio Scippacercola - 469-484 Exploratory analysis of three‐way data by simultaneous latent budget model
by Narcisa Tambrea & Roberta Siciliano - 485-493 New methods for ordering multivariate data: an application to the performance of investment funds
by Sergio Zani & Marco Riani & Aldo Corbellini
July 1999, Volume 15, Issue 3
- 147-168 Distribution‐free posterior analysis of econometric models
by Efthymios G. Tsionas - 169-181 Electric vehicles: effect of the availability threshold on the transportation cost
by Fabrice Chauvet & Névine Hafez & Jean‐Marie Proth - 183-194 Latent class models for time series analysis
by Suzanne Winsberg & Geert De Soete - 195-224 Computational methods for discrete hidden semi‐Markov chains
by Yann Guédon
April 1999, Volume 15, Issue 2
- 87-88 Introducing ‘Applied Stochastic Models in Business and Industry’
by Nick Fisher & Robert Lund & Shunji Osaki & Wolfgang Polasek & Charles Tapiero & Jef L. Teugels & Rainer Winkelmann