Overstatement of implied variance in the dollar/yen currency option market
|
1997 |
Guo, Dajiang |
Abnormal stock returns following large one-day advances and declines : evidence from Asia-Pacific markets
|
1997 |
Wong, Michael C. S. |
Stock market returns and economic fundamentals in an emerging market : the case of Korea
|
1997 |
Gong, Frank Fangxiong |
Testing Gaussianity and linearity of Japanese stock returns
|
1997 |
Terui, Nobuhiko |
Investment horizon and composition of optimal portfolio : international evidence
|
1997 |
Tang, Gordon Y. N. |
Subordinated market index models : a comparison
|
1997 |
Hurst, Simon R. |
Long memory and forecasting in Euroyen deposit rates
|
1997 |
Barkoulas, John T. |
Volatility persistence and switching ARCH in Japanese stock returns
|
1997 |
Fong, Wai-mun |
An international portfolio optimization model hedged with forward currency contracts
|
1997 |
Suzuki, Ken-ichi |
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
|
1997 |
Crouhy, Michel |
Decomposition of Japanese Yen interest rate data through local regression
|
1997 |
Shibata, Ritei |
On the de-facto convex structure of a least square problem for estimating the term structure of interest rates
|
1996 |
Konno, Hiroshi |
A note on the no arbitrage condition for international financial markets
|
1996 |
Delbaen, Freddy |
An implementation of the HJM model with application to Japanese interest futures
|
1996 |
Kamizono, Kenji |
Non-ideal Brownian motion, generalized Langevin Equation and its application to the security market
|
1996 |
Takahashi, Masafumi |
Nonparametric prediction for the time-dependent volatility of the security price
|
1996 |
Kogure, Atsuyuki |
Feedforward versus recurrent neural networks for forecasting monthly Japanese Yen exchange
|
1996 |
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Pricing and hedging power options
|
1996 |
Heynen, Ronald C. |
Valuation of FX barrier options under stochastic volatility
|
1996 |
Heath, David C. |
Quality options and hedging in Japanese government bond futures markets
|
1996 |
Yu, Shang-wu |