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A one-factor conditionally linear commodity pricing model under partial information
Kato, Takashi
;
Sekine, Jun
;
Yamamoto, Hiromitsu
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Asia-Pacific financial markets
21
(
2014
)
2
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pp. 151-174
Persistent link: https://www.econbiz.de/10010358423
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Risk-sensitive asset management in a wishart-autoregressive factor model with jumps
Hata, Hiroaki
;
Sekine, Jun
- In:
Asia-Pacific financial markets
24
(
2017
)
3
,
pp. 221-252
Persistent link: https://www.econbiz.de/10011797667
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