Ken-ichi Kawai

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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!

PublicationDate of PublicationType
ESTIMATING BIVARIATE GARCH-JUMP MODEL BASED ON HIGH FREQUENCY DATA: THE CASE OF REVALUATION OF THE CHINESE YUAN IN JULY 2005
Asia-Pacific Journal of Operational Research
2010-06-10Paper
Jump diffusion model with application to the Japanese stock market
Mathematics and Computers in Simulation
2008-06-18Paper
Test for Parameter Change in ARIMA Models
Communications in Statistics. Simulation and Computation
2006-08-10Paper


Research outcomes over time


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