Estimation of asymmetrical volatility for asset prices : the simultaneous switching ARIMA approach

von Kunitomo, Naoto
Veröffentlicht 1996

Stationary and non-stationary simultaneous switching autoregressive models with an application to financial time series

von Kunitomo, Naoto
Veröffentlicht in The Japanese economic review (1999)

Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise

von Kunitomo, Naoto
Veröffentlicht in The North American journal of economics and finance (2013)

On the simultaneous switching autoregressive model

von Kunitomo, Naoto
Veröffentlicht in Nonlinear statistical modeling (2000)

Asymmetry in economic time series and the simultaneous switching autoregressive model

von Kunitomo, Naoto
Veröffentlicht in Structural change and economic dynamics (1996)

An FBSDE approach to American option pricing with an interacting particle method

von Fujii, Masaaki
Veröffentlicht in Asia-Pacific financial markets (2015)

RELIABILITY OF THE MAGNETIC DRUM MEMORY

von ABE, Shinichi
Veröffentlicht in Symposium on Reliability and Maintainability (4. : 1974 : Tokio) 4th Symposium on Reliability and Maintainability (1974)

Probability distribution and option pricing for drawdown in a stochastic volatility environment

von Yamamoto, Kyo
Veröffentlicht in International journal of theoretical and applied finance (2010)

The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling

von Kunitomo, Naoto
Veröffentlicht in Asia-Pacific financial markets (2015)

Style analysis with particle filtering and generalized simulated annealing

von Fukui, Takaya
Veröffentlicht in International journal of financial engineering (-2017)

Term structure models during the global financial crisis: a parsimonious text mining approach

von Nishimura, Kiyohiko G.
Veröffentlicht in Asia-Pacific financial markets (2019)