The following pages link to Yoshihiko Tsukuda (Q862566):
Displayed 11 items.
- Dynamic efficiency in the east European emerging markets (Q862569) (← links)
- An extensive analysis on the Japanese markets via S. Taylor's model (Q1000375) (← links)
- Testing PPP hypotheses between Japan and the six G7 countries (Q1000512) (← links)
- Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system (Q2266308) (← links)
- Testing a Subset of Coefficients in a Structural Equation (Q3219652) (← links)
- Asymptotic Expansions of the Distributions of the Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations (Q3317964) (← links)
- Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out‐of‐Sample Forecasts? (Q4687353) (← links)
- Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy? (Q5128603) (← links)
- Generalized Nelson–Siegel term structure model: do the second slope and curvature factors improve the in-sample fit and out-of-sample forecasts? (Q5130203) (← links)
- The Multivariate GARCH Model and its Application to East Asian Financial Market Integration (Q5139572) (← links)
- Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation (Q5460717) (← links)