List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A method of calculating the downside risk by multivariate nonnormal distributions Asia-Pacific Financial Markets | 2009-09-25 | Paper |
| Non-Gaussian distribution for stock returns and related stochastic differential equation Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
| Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
| A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation Computational Statistics and Data Analysis | 2008-11-26 | Paper |
| Non‐Gaussian Filter and Smoother Based on the Pearson Distribution System Journal of Time Series Analysis | 2004-11-24 | Paper |
| The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters Statistics & Probability Letters | 2000-02-13 | Paper |
Research outcomes over time
This page was built for person: Yuichi Nagahara
