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The rational median forecast hypothesis and its applications to linear and nonlinear models
Kariya, Takeaki - 1985
Persistent link: https://www.econbiz.de/10002139548
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Weather risk swap valuation
Kariya, Takeaki - In: Managerial finance 37 (2011) 11, pp. 995-1010
Persistent link: https://www.econbiz.de/10009388910
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CB: time dependent Markov model for pricing convertible bonds
Kariya, Takeaki; Tsuda, Hiroshi - In: Asia-Pacific financial markets 7 (2000) 3, pp. 239-259
Persistent link: https://www.econbiz.de/10001508546
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Testing the random walk hypothesis for Japanese stock prices in S. Taylor's model
Kariya, Takeaki; Tsukuda, Yoshihiko; Maru, Junko - 1990
Persistent link: https://www.econbiz.de/10000809499
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Modeling individual US T-bond prices
Tsuda, Hiroshi; Kariya, Takeaki - 1998
Persistent link: https://www.econbiz.de/10000671331
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A maximal extension of the Gauss-Markov theorem and its nonlinear version
Kariya, Takeaki; Kurata, Hiroshi - 1998
Persistent link: https://www.econbiz.de/10000678676
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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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Finite sample robustness of tests : an overview
Kariya, Takeaki - 1997
Persistent link: https://www.econbiz.de/10001321880