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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 50 (1999) 2, pp. 161-190
Persistent link: https://www.econbiz.de/10010712847
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ANNOUNCEMENT
KUNITOMO, NAOTO - In: The Japanese Economic Review 58 (2007) 1, pp. 24-25
Persistent link: https://www.econbiz.de/10005290742
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EFFECTS OF STOCHASTIC INTEREST RATES AND VOLATILITY ON CONTINGENT CLAIMS
KUNITOMO, NAOTO; KIM, YONG-JIN - In: The Japanese Economic Review 58 (2007) 1, pp. 71-106
Persistent link: https://www.econbiz.de/10005683935
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TESTS OF UNIT ROOTS AND COINTEGRATION HYPOTHESES IN ECONOMETRIC MODELS
KUNITOMO, NAOTO - In: The Japanese Economic Review 47 (1996) 1, pp. 79-109
Persistent link: https://www.econbiz.de/10010712834