Yuichi Nagahara

Available identifiers

zbMath Open nagahara.yuichiMaRDI QIDQ842820

List of research outcomes

Publication	Date of Publication	Type
A method of calculating the downside risk by multivariate nonnormal distributions	2009-09-25	Paper
Non-Gaussian distribution for stock returns and related stochastic differential equation	2009-02-06	Paper
Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market	2009-02-06	Paper
A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation	2008-11-26	Paper
Non‐Gaussian Filter and Smoother Based on the Pearson Distribution System	2004-11-24	Paper
The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters	2000-02-13	Paper

Research outcomes over time

This page was built for person: Yuichi Nagahara