Pages that link to "Item:Q1000345"
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The following pages link to Financial Engineering and the Japanese Markets (Q1000345):
Displayed 36 items.
- New bond pricing models with applications to Japanese data (Q1000346) (← links)
- Equilibrium relations in a capital asset market: A mean absolute deviation approach (Q1000348) (← links)
- Asset price prediction using seasonal decomposition (Q1000351) (← links)
- Estimating unknown join points: Determination of the yen-dollar exchange rate (Q1000353) (← links)
- The impact of saturday trading on stock returns: Evidence from the Tokyo stock exchange January 1976 to January 1989 (Q1000357) (← links)
- A model of the term structure of interest rates for an economically dependent country (Q1000358) (← links)
- Testing for long-term memory in yen/dollar exchange rate (Q1000360) (← links)
- The response of the dollar/Yen exchange rate to economic announcements (Q1000363) (← links)
- The impact of the Japanese market on the intraday Hong Kong stock returns (Q1000365) (← links)
- Relative risk aversion once more: An analysis of Japanese households' financial asset holding pattern (Q1000368) (← links)
- Correlation structure forecasting \& ex ante portfolio selection strategies in the Japan market (Q1000371) (← links)
- An extensive analysis on the Japanese markets via S. Taylor's model (Q1000375) (← links)
- Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (Q1000376) (← links)
- On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377) (← links)
- Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market (Q1000378) (← links)
- An extention of Samuelson's warrant valuation model and its application to Japanese data (Q1000380) (← links)
- A constrained least square approach to the estimation of the term structure of interest rates (Q1000382) (← links)
- Nonlinear dynamics of the Nikkei stock average futures (Q1000383) (← links)
- A new approach for testing the randomness of heteroskedastic time series data (Q1000384) (← links)
- Covariance and correlation stationarity: Experiences from seven Asian emerging markets (Q1000386) (← links)
- How much equity capital did the Tokyo stock exchange really raise? (Q1000389) (← links)
- The Japanese stock market and the macroeconomy: An empirical investigation (Q1000390) (← links)
- Nonparametric prediction for the time-dependent volatility of the security price (Q1000391) (← links)
- On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model (Q1000392) (← links)
- The impact of portfolio diversification on mean reverting components of stock indices (Q1000393) (← links)
- Feedforward versus recurrent neural networks for forecasting monthly Japanese yen exchange rates (Q1000399) (← links)
- On the de-facto convex structure of a least square problem for estimating the term structure of interest rates (Q1000400) (← links)
- Non-ideal Brownian motion, generalized Langevin equation and its application to the security market (Q1000401) (← links)
- Non-Gaussian distribution for stock returns and related stochastic differential equation (Q1000402) (← links)
- An implementation of the HJM model with application to Japanese interest futures (Q1000404) (← links)
- Quality options and hedging in Japanese government bond futures markets (Q1000408) (← links)
- Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
- A preference free partial differential equation for the term structure of interest rates (Q1000411) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- Pricing and hedging power options (Q1000415) (← links)
- A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany (Q1000416) (← links)