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subject:"Japan"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of forecasting"
~subject:"Portfolio-Management"
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1
China, Japan and the US stock markets and the global financial crisis
Zhang, Yan
- In:
Asia-Pacific financial markets
25
(
2018
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012032981
Saved in:
2
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
12
(
2005
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003370696
Saved in:
3
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
Saved in:
4
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
Saved in:
5
Forecasting the Nikkei Spot Index with fractional cointegartion
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Journal of forecasting
18
(
1999
)
4
,
pp. 259-273
Persistent link: https://www.econbiz.de/10001434450
Saved in:
6
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Asia-Pacific financial markets
5
(
1998
)
2
,
pp. 99-128
Persistent link: https://www.econbiz.de/10001372063
Saved in:
7
Transmission of stock returns and volatility between the US and Japan : evidence from the stock index futures markets
Pan, Ming-shiun
;
Hsueh, L. Paul
- In:
Asia-Pacific financial markets
5
(
1998
)
3
,
pp. 211-225
Persistent link: https://www.econbiz.de/10001372067
Saved in:
8
Performance functions and reinforcement learning for trading systems and portfolios
Moody, John
(
contributor
)
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 441-470
Persistent link: https://www.econbiz.de/10001363237
Saved in:
9
Lead-lag relationship between spot index and futures price of the Nikkei Stock Average
Tse, Yiu Kuen
- In:
Journal of forecasting
14
(
1995
)
7
,
pp. 553-563
Persistent link: https://www.econbiz.de/10001192928
Saved in:
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