Distribution theory; Characterizations; Model evaluation and selection; Statistical aspects of ARCH and stochastic volatility; Volatility and value-at-risk forecasting; Evaluation of volatility forecasts; Over-and under-dispersion modeling; Applied stochastic modelling in engineering, business, management, industry, accident theory, demography; Environmental statistics; Actuarial statistics; Inventory decision problems; Applied probability; Mathematical biology; Non parametric density estimation; Estimation and testing for mixed models; Statistical indices; Quality control