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Co-movements between US and UK stock prices : the role of time-varying conditional correlations
Aslanidis, Nektarios, (2010)
Bank stock returns, leverage and the business cycle
Yang, Jing, (2012)
Predictable Stock Returns in the United States and Japan : A Study of Long-Term Capital Market Integration
Campbell, John Y., (1989)
A method of calculating the downside risk by multivariate nonnormal distributions
Nagahara, Yuichi, (2008)
A non-Gaussian stochatic volatility model
Nagahara, Yuichi, (1999)
Non-Gaussian Filter and Smoother Based on the Pearson Distribution System
Nagahara, Yuichi, (2003)