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Structural changes in volatility of foreign exchange rates after the Asian financial crisis
Nakatsuma, Teruo - In: Asia-Pacific financial markets 7 (2000) 1, pp. 69-82
Persistent link: https://www.econbiz.de/10001506576
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Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates
Nakatsuma, Teruo; Tsurumi, Hiroki - In: Asia-Pacific financial markets 6 (1999) 1, pp. 71-84
Persistent link: https://www.econbiz.de/10001506398
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Gaussianity and nonlinearity of foreign exchange rates and macroeconomic time series
Terui, Nobuhiko; Kariya, Takeaki - 1997
Persistent link: https://www.econbiz.de/10000952482
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Testing the random walk hypothesis of daily weekly yen-dollar exchange rates in S. Taylor's model
Kariya, Takeaki; Matsue, Yumiko - 1989
Persistent link: https://www.econbiz.de/10000873193
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An extensive analysis on the Japanese markets via S. Taylor's model
Kariya, Takeaki (contributor) - In: Financial engineering and the Japanese markets 2 (1995) 1, pp. 15-86
Persistent link: https://www.econbiz.de/10001189443
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An extensive analysis on the Japanese markets via S. Taylor' s model
Kariya, Takeaki (contributor) - 1995
Persistent link: https://www.econbiz.de/10000625222