The following pages link to Seisho Sato (Q239815):
Displayed 16 items.
- The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise (Q543441) (← links)
- Separating information maximum likelihood method for high-frequency financial data (Q721137) (← links)
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
- An FBSDE approach to American option pricing with an interacting particle method (Q2013320) (← links)
- The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling (Q2013324) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- Term structure models during the global financial crisis: a parsimonious text mining approach (Q2326980) (← links)
- (Q2753032) (← links)
- (Q2906621) (← links)
- Computational Methods for Time Series Analysis (Q3298642) (← links)
- Inhomogeneous Jump-GARCH Models with Applications in Financial Time Series Analysis (Q3535269) (← links)
- PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q3564997) (← links)
- ON GOTT III'S DELTA t ARGUMENT : A GOOD TEST CREATING A BAD CONFIDENCE INTERVAL (Q4512440) (← links)
- ESTIMATION OF ASYMMETRICAL VOLATILITY FOR ASSET PRICES: THE SIMULTANEOUS SWITCHING ARIMA APPROACH (Q4787562) (← links)
- SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL (Q4892827) (← links)
- A Monte Carlo filtering approach for estimating the term structure of interest rates (Q5960135) (← links)