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Stationary and non-stationary simultaneous switching autoregressive models with an application to financial time series
Kunitomo, Naoto
;
Sato, Seisho
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
2
,
pp. 161-190
Persistent link: https://www.econbiz.de/10001470186
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2
Estimation of asymmetrical volatility for asset prices : the simultaneous switching ARIMA approach
Kunitomo, Naoto
;
Sato, Seisho
-
1996
Persistent link: https://www.econbiz.de/10000950664
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3
Improving the Parkinson method of estimating security price volatilities
Kunitomo, Naoto
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 295-302
Persistent link: https://www.econbiz.de/10001124145
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4
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
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