Similar Search Results - EconBiz

An implementation of the HJM model with application to Japanese interest futures

Kamizono, Kenji - In: Financial engineering and the Japanese markets 3 (1996) 2, pp. 151-170

Persistent link: https://www.econbiz.de/10001204401

Asset pricing : discrete time approach

Kariya, Takeaki - 2003

Persistent link: https://www.econbiz.de/10001695461

Asset Pricing : -Discrete Time Approach-

Kariya, Takeaki; Liu, Regina Y. - 2003

The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of Asset Pricing -Discrete Time Approach- is to provide a...

Persistent link: https://www.econbiz.de/10013521630

Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics

Einmahl, John H. J.; Li, Jun; Liu, Regina Y. - 2015

Persistent link: https://www.econbiz.de/10011350125

Bayesian analysis of ARMA-GARCH models : a Markov chain sampling approach

Nakatsuma, Teruo - In: Journal of econometrics 95 (2000) 1, pp. 57-69

Persistent link: https://www.econbiz.de/10001432516

Bayesian analysis of the convergence hypothesis in economic growth : a Markov mixture approach

Nakatsuma, Teruo - 1999

Persistent link: https://www.econbiz.de/10001373631

A Markov-chain sampling algorithm for GARCH models

Nakatsuma, Teruo (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 2, pp. 107-117

Persistent link: https://www.econbiz.de/10001769705

The rational median forecast hypothesis and its applications to linear and nonlinear models

Kariya, Takeaki - 1985

Persistent link: https://www.econbiz.de/10002139548

Weather risk swap valuation

Kariya, Takeaki - In: Managerial finance 37 (2011) 11, pp. 995-1010

Persistent link: https://www.econbiz.de/10009388910

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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