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An analysis of Japanese stock return dynamics conditional on US Monday holiday closures
Hiraki, Takato, (2000)
Multivariate time series study of excess returns on equity and foreign exchange markets
Li, Hong, (1995)
Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben, (1995)
A method of calculating the downside risk by multivariate nonnormal distributions
Nagahara, Yuichi, (2008)
A non-Gaussian stochatic volatility model
Nagahara, Yuichi, (1999)
Pareto's Law for Income of Individuals and Debt of Bankrupt Companies
Aoyama, Hideaki, (2000)