//-->
Relative price dispersion and the rate of inflation : the evidence from Japan
Holly, Sean, (1997)
Are the emerging Asian markets cointegrated with the Japanese stock market? : empirical research findings
Satyanarayan, Sudhakar, (1996)
Capital markets integration and cointegration : testing for the correct specification of stock market indices
Agoraki, Maria-Eleni K., (2019)
Testing for serial correlation in the presence of stochastic volatility
Asai, Manabu, (2000)
Estimation of realized asymmetric stochastic volatility models using Kalman filter
Asai, Manabu, (2023)
Heterogeneous asymmetric dynamic conditional correlation model with stock return and range
Asai, Manabu, (2013)