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An Empirical Examination of Financial Liberalization and the Efficiency of Emerging Market Stock Prices
Kawakatsu, Hiroyuki; Morey, Matthew R. - In: The journal of financial research : a publ. of the … 22 (1999) 4, pp. 385-412
Persistent link: https://www.econbiz.de/10006840298
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Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models
Kawakatsu, Hiroyuki - In: The econometrics journal 10 (2007) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10007743554
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Numerical Inversion Methods for Computing Approximate p-Values
Kawakatsu, Hiroyuki - In: Computational economics 29 (2007) 3, pp. 429
Persistent link: https://www.econbiz.de/10007721055
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Specification and estimation of discrete time quadratic stochastic volatility models
Kawakatsu, Hiroyuki - In: Journal of empirical finance 14 (2007) 3, pp. 424
Persistent link: https://www.econbiz.de/10007732154
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EM algorithms for ordered probit models with endogenous regressors
Kawakatsu, Hiroyuki; Largey, Ann G. - In: The econometrics journal 12 (2009) 1, pp. 164
Persistent link: https://www.econbiz.de/10008178651
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Financial liberalization and stock market efficiency: an empirical examination of nine emerging market countries
Kawakatsu, Hiroyuki; Morey, Matthew R. - In: Journal of multinational financial management 9 (1999) 3, pp. 353-372
Persistent link: https://www.econbiz.de/10007120696
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Matrix exponential GARCH
Kawakatsu, Hiroyuki - In: Journal of econometrics 134 (2006) 1, pp. 95-128
Persistent link: https://www.econbiz.de/10007285971
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Numerical Inversion Methods for Computing Approximate p-Values
Kawakatsu, Hiroyuki - In: Computational economics 26 (2005) 3, pp. 103
Persistent link: https://www.econbiz.de/10007020918