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Showing below up to 36 results in range #1 to #36.

1. A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany: Label: en
2. Pricing and hedging power options: Label: en
3. A note on the no arbitrage condition for international financial markets: Label: en
4. A preference free partial differential equation for the term structure of interest rates: Label: en
5. Valuation of FX barrier options under stochastic volatility: Label: en
6. Quality options and hedging in Japanese government bond futures markets: Label: en
7. An implementation of the HJM model with application to Japanese interest futures: Label: en
8. Non-Gaussian distribution for stock returns and related stochastic differential equation: Label: en
9. Non-ideal Brownian motion, generalized Langevin equation and its application to the security market: Label: en
10. On the de-facto convex structure of a least square problem for estimating the term structure of interest rates: Label: en
11. Feedforward versus recurrent neural networks for forecasting monthly Japanese yen exchange rates: Label: en
12. The impact of portfolio diversification on mean reverting components of stock indices: Label: en
13. On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model: Label: en
14. Nonparametric prediction for the time-dependent volatility of the security price: Label: en
15. The Japanese stock market and the macroeconomy: An empirical investigation: Label: en
16. How much equity capital did the Tokyo stock exchange really raise?: Label: en
17. Covariance and correlation stationarity: Experiences from seven Asian emerging markets: Label: en
18. A new approach for testing the randomness of heteroskedastic time series data: Label: en
19. Nonlinear dynamics of the Nikkei stock average futures: Label: en
20. A constrained least square approach to the estimation of the term structure of interest rates: Label: en
21. An extention of Samuelson's warrant valuation model and its application to Japanese data: Label: en
22. Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market: Label: en
23. On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference: Label: en
24. Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices: Label: en
25. An extensive analysis on the Japanese markets via S. Taylor's model: Label: en
26. Correlation structure forecasting \& ex ante portfolio selection strategies in the Japan market: Label: en
27. Relative risk aversion once more: An analysis of Japanese households' financial asset holding pattern: Label: en
28. The impact of the Japanese market on the intraday Hong Kong stock returns: Label: en
29. The response of the dollar/Yen exchange rate to economic announcements: Label: en
30. Testing for long-term memory in yen/dollar exchange rate: Label: en
31. A model of the term structure of interest rates for an economically dependent country: Label: en
32. The impact of saturday trading on stock returns: Evidence from the Tokyo stock exchange January 1976 to January 1989: Label: en
33. Estimating unknown join points: Determination of the yen-dollar exchange rate: Label: en
34. Asset price prediction using seasonal decomposition: Label: en
35. Equilibrium relations in a capital asset market: A mean absolute deviation approach: Label: en
36. New bond pricing models with applications to Japanese data: Label: en