On a nonlinear risk analysis for stock market indexes
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Publication:2454821
DOI10.1007/s10690-007-9043-zzbMath1186.62130OpenAlexW2069094243MaRDI QIDQ2454821
Kenjiro Suzuki, Yasunori Okabe, Takaaki Fujii
Publication date: 22 October 2007
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-007-9043-z
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Cites Work
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- A conjecture in relation to Loewner's conjecture
- On the theory of KM\(_2\)O-Langevin equations for stationary flows. I: Characterization theorem
- The theory of KM2O-Langevin equations and its applications to data analysis (III): Deterministic analysis
- The theory of KM2O-Langevin equations and applications to data analysis (II): Causal analysis (1)
- On the theory of \(\text{KM}_2 \text{O}\)-Langevin equations for stationary flows. II: Construction theorem
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